Question: Under which model does a financial institution compare its own allocation of loans in any specific area with the national allocations across borrowers to measure
Under which model does a financial institution compare its own allocation of loans in any specific area with the
national allocations across borrowers to measure the extent to which its loan portfolio deviates from the market
portfolio benchmark?
Loan volumnebased model
KMV portfolio manager model
Credit Risk
CreditMetrics
Loan Loss ratiobased model
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