12-21 Which of the following methods measure loan concentration risk by tracking credit ratings of firms in particular sectors or ratings class for unusual downgrades?
A) Migration analysis.
B) Concentration limits.
C) Loan loss ratio-based model.
D) KMV portfolio manager model.
E) Loan volume-based model.
Correct Answer:
Verified
Q18: 12-3 The simple model of migration analysis
Q19: 12-5 In the past,data availability limited the
Q20: 12-6 In the use of modern portfolio
Q21: 12-23 Which of the following observations concerning
Q22: 12-35 In the KMV portfolio model,the expected
Q24: 12-31 A study by Citibank of 831
Q25: 12-29 Any model that seeks to estimate
Q26: 12-32 As part of measuring unobservable default
Q27: 12-24 A weakness of migration analysis to
Q28: 12-38 In the KMV model,this is a
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