Question: . Case Study: BIS 2008 LDCE shows annual loss severity quantiles for Brazil/India (in Euros) as follows: . Median: 41,277 . 95th percentile: 3,20,707 .

. Case Study: BIS 2008 LDCE shows annual loss severity quantiles

. Case Study: BIS 2008 LDCE shows annual loss severity quantiles for Brazil/India (in Euros) as follows: . Median: 41,277 . 95th percentile: 3,20,707 . Assuming these are loss severities for your Bank in a particular BL, find Quantile matching parameter estimates for lognormal distribution

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