Save Answer Questions 3 points A bank extended a line of credit of 124 USD to company Z. The company has drawn 89 USD. The company is assumed to have a usage given default rate of 0.445 in percent). Further, companies with similar credit ratings are known to have a probability of default of 0.374 (in percent). The recovery rate, in case of corporate default is estimated at 0.594 (in percent) of total asset value. The variances observed in the values of the loss given default is 0.362 in percent) and in the value of the probability of default is 0.128 in percent, respectively. How much capital reserve must the bank have to cover any unexpected loss? (use 4 decimal points) EAD Idrawn + lundrawn UGD. LGD - RR UL EAD SQRT (PD*OLOG2 LG02opp Save Answer Questions 3 points A bank extended a line of credit of 124 USD to company Z. The company has drawn 89 USD. The company is assumed to have a usage given default rate of 0.445 in percent). Further, companies with similar credit ratings are known to have a probability of default of 0.374 (in percent). The recovery rate, in case of corporate default is estimated at 0.594 (in percent) of total asset value. The variances observed in the values of the loss given default is 0.362 in percent) and in the value of the probability of default is 0.128 in percent, respectively. How much capital reserve must the bank have to cover any unexpected loss? (use 4 decimal points) EAD Idrawn + lundrawn UGD. LGD - RR UL EAD SQRT (PD*OLOG2 LG02opp