12-24 A weakness of migration analysis to evaluate credit concentration risk is that the
A) information obtained for this analysis is usually ex-post (i.e.after the fact) .
B) information obtained for this analysis is ex-ante (i.e.before the fact) .
C) analysis makes use of historical data classified only by industries.
D) analysis makes use of historical data classified by individual firms.
E) migration of firms may only be temporary.
Correct Answer:
Verified
Q22: 12-35 In the KMV portfolio model,the expected
Q23: 12-21 Which of the following methods measure
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
Q28: 12-38 In the KMV model,this is a
Q29: 12-33 The Federal Reserve Board in 1994
Q30: 12-22 Migration analysis is a tool to
Q31: 12-27 If a bank's concentration limit (as
Q32: 12-26 If a bank's concentration limit (as
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents