"Each stated characteristic is a sample estimate.

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"Each stated characteristic is a sample estimate. The 95% confidence intervals are [.04 to .09] for PD, [$230,000 to $280,000] for EAD, and [.16 to .32] for LGD. What effect does this uncertainty have on the expected loss?"

  • 10 years ago
"Each stated characteristic is a sample estimate.
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