2-2552 ลองทำ

2-2552 ลองทำ

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LGD 80% LOSS d aa ab ac ad 500 1 400 0 4.492363 8.900757 376.1905 1 476.1905 471.6981 467.2897 0.5 0.2 0.2 0.1 300 2 240 0 7.6110587064 212.1088 2 272.1088 264.4978 0.1 0.7 0.2 100 3 80 -4.4321531255 0 56.28952 3 76.28952 80.72167 0.8 0.15 0.05 ? ? ? ? ? ? ? ? ? joint pb loss expected loss loss joint pb 1 a,a,ab 0.04 -4.43215 -0.17729 644.5888 0.10% 2 a,a,c 0.0075 0 0 588.2993 0.30% 3 a,a,d 0.0025 56.28952 0.140724 583.8672 1.60% 4 a,bc,ab 0.28 3.178906 0.890094 440.0911 0.35% 5 a,bc,c 0.0525 7.611059 0.399581 432.48 0.05% 6 a,bc,d 0.0175 63.90058 1.11826 383.8015 1.05% 7 a,d,ab 0.08 207.6767 16.61414 379.3694 5.60% 8 a,d,c 0.015 212.1088 3.181633 376.1905 0.15% 9 a,d,d 0.005 268.3984 1.341992 371.7583 0.80% 10 b,a,ab 0.016 0.06021 0.000963 277.2991 0.20% 11 b,a,c 0.003 4.492363 0.013477 272.8907 0.20% 12 b,a,d 0.001 60.78188 0.060782 268.3984 0.50% 13 b,bc,ab 0.112 7.671269 0.859182 221.0096 0.60% 14 b,bc,c 0.021 12.10342 0.254172 216.6012 0.60% 15 b,bc,d 0.007 68.39294 0.478751 216.5774 3.20% 16 b,d,ab 0.032 212.1691 6.78941 212.1691 3.20% 17 b,d,c 0.006 216.6012 1.299607 212.1088 1.50% 18 b,d,d 0.002 272.8907 0.545781 207.6767 8.00% 19 c,a,ab
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Unformatted text preview: 0.016 4.468603 0.071498 72.80134 0.70% 20 c,a,c 0.003 8.900757 0.026702 68.39294 0.70% 21 c,a,d 0.001 65.19028 0.06519 65.19028 0.10% 22 c,bc,ab 0.112 12.07966 1.352922 63.90058 1.75% 23 c,bc,c 0.021 16.51182 0.346748 60.78188 0.10% 24 c,bc,d 0.007 72.80134 0.509609 56.28952 0.25% 25 c,d,ab 0.032 216.5774 6.930478 16.51182 2.10% 26 c,d,c 0.006 221.0096 1.326058 12.10342 2.10% 27 c,d,d 0.002 277.2991 0.554598 12.07966 11.20% 28 d,a,ab 0.008 371.7583 2.974067 8.900757 0.30% 29 d,a,c 0.0015 376.1905 0.564286 7.671269 11.20% 30 d,a,d 0.0005 432.48 0.21624 7.611059 5.25% 31 d,bc,ab 0.056 379.3694 21.24469 4.492363 0.30% 32 d,bc,c 0.0105 383.8015 4.029916 4.468603 1.60% 33 d,bc,d 0.0035 440.0911 1.540319 3.178906 28.00% 34 d,d,ab 0.016 583.8672 9.341875 0.06021 1.60% 35 d,d,c 0.003 588.2993 1.764898 0.75% 36 d,d,d 0.001 644.5888 0.644589-4.43215 4.00% 1 Expected Loss 87.31593...
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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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