2321数理金融中等数值题medium
Unilateral CVA Recovery 1
题目
A unilateral CVA approximation is CVA = LGD * DF * EE * PD. If LGD = 0.6, DF = 0.97, PD = 0.02, and CVA = 0.01164, what expected exposure EE is implied?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
A unilateral CVA approximation is CVA = LGD * DF * EE * PD. If LGD = 0.6, DF = 0.97, PD = 0.02, and CVA = 0.01164, what expected exposure EE is implied?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案