ข้อ 4 2-2552

ข้อ 4 2-2552

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Unformatted text preview: 1 2 3 a 1a 2a 3c FCF1 LOSS FCF2 LOSS FCF3 LOSS 500 300 100 b 0.5 0.1 0.8 2a 3a 5c c 0.2 0.7 0.2 0.15 LGD LGD LGD d 0.1 0.2 0.05 400 240 80 5 6 7 476.1905 471.6981 467.2897 100 0 4.492363 8.900757 376.1905 272.1088 0 264.4977848311 7.6110587064 60 212.1088 EVENT PB LOSS a,a,ab a,a,c a,a,d a,bc,ab a,bc,c a,bc,d a,d,ab a,d,c a,d,d b,a,ab b,a,c b,a,d b,bc,ab b,bc,c b,bc,d b,d,ab b,d,c b,d,d c,a,ab c,a,c c,a,d c,bc,ab c,bc,c c,bc,d c,d,ab c,d,c c,d,d d,a,ab d,a,c d,a,d d,bc,ab d,bc,c d,bc,d d,d,ab d,d,c d,d,d 0.04 0.0075 0.0025 0.28 0.0525 0.0175 0.08 0.015 0.005 0.016 0.003 0.001 0.112 0.021 0.007 0.032 0.006 0.002 0.016 0.003 0.001 0.112 0.021 0.007 0.032 0.006 0.002 0.008 0.0015 0.0005 0.056 0.0105 0.0035 0.016 0.003 0.001 -4.43215 0 56.28952 3.178906 7.611059 63.90058 207.6767 212.1088 268.3984 0.06021 4.492363 60.78188 7.671269 12.10342 68.39294 212.1691 216.6012 272.8907 4.468603 8.900757 65.19028 12.07966 16.51182 72.80134 216.5774 221.0096 277.2991 371.7583 376.1905 432.48 379.3694 383.8015 440.0911 583.8672 588.2993 644.5888 -0.17729 0 0.140724 0.890094 0.399581 1.11826 16.61414 3.181633 1.341992 0.000963 0.013477 0.060782 0.859182 0.254172 0.478751 6.78941 1.299607 0.545781 0.071498 0.026702 0.06519 1.352922 0.346748 0.509609 6.930478 1.326058 0.554598 2.974067 0.564286 0.21624 21.24469 4.029916 1.540319 9.341875 1.764898 0.644589 expected loss 87.31593 80.7216743302 -4.4321531255 LOSS PB 644.5888 0.001 588.2993 0.003 583.8672 0.016 440.0911 0.0035 432.48 0.0005 379.3694 0.056 376.1905 0.0015 371.7583 0.008 277.2991 0.002 272.8907 0.002 268.3984 0.005 221.0096 0.006 216.6012 0.006 216.5774 0.032 212.1691 0.032 212.1088 0.015 207.6767 0.08 72.80134 0.007 68.39294 0.007 65.19028 0.001 63.90058 0.0175 60.78188 0.001 56.28952 0.0025 16.51182 0.021 12.10342 0.021 12.07966 0.112 8.900757 0.003 7.671269 0.112 7.611059 0.0525 7.611059 0.0105 4.492363 0.003 4.468603 0.016 3.178906 0.28 0.06021 0.016 0 0.0075 -4.43215 0.04 76.28952 20 0 56.28952 0.1 0.3 1.6 0.35 0.05 5.6 0.15 0.8 0.2 0.2 0.5 0.6 0.6 3.2 3.2 1.5 8 0.7 0.7 0.1 1.75 0.1 0.25 2.1 2.1 11.2 0.3 11.2 5.25 1.05 0.3 1.6 28 1.6 0.75 4 ...
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This note was uploaded on 02/23/2012 for the course ENGINEERIN 101 taught by Professor Jhon during the Spring '10 term at Punjab Engineering College.

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