Moody's Analytics is a model that:
A)was developed by the KMV Corporation and now owned and operated by Moody's.
B)measures the expected return on a loan to a borrower, the risk of a loan to a borrower and the correlation of default risks between loans made to a borrower and other borrowers.
C)seeks to estimate an efficient frontier for loans.
D)All of the listed options are correct.

Question

Quizplus · Accepted Answer

Moody's Analytics, developed by the KMV Corporation and now owned by Moody's, encompasses models that measure expected returns, risks of loans, and correlations of default risks among borrowers, aiming to estimate an efficient frontier for loans.

Moody's Analytics Is a Model That