Question: May I know how to get the answer? 11. BCB Bank has $60 million of loans to A-rated corporations. The bank's risk weighted assets for

May I know how to get the answer? 11. BCB Bank

May I know how to get the answer?

11. BCB Bank has $60 million of loans to A-rated corporations. The bank's risk weighted assets for the corporate loan is $22.1 million. Based on the following information, estimate what is the loss given default rate? A-rated corporate loan Probability of default Average maturity (years) Worst case default rate 60 0.10% 3 3.40% 11. BCB Bank has $60 million of loans to A-rated corporations. The bank's risk weighted assets for the corporate loan is $22.1 million. Based on the following information, estimate what is the loss given default rate? A-rated corporate loan Probability of default Average maturity (years) Worst case default rate 60 0.10% 3 3.40%

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