Question: What does KMV ' s Portfolio Manager model use to identify the overall risk of the portfolio? Historical loss ratios Average of the value of

What does KMV's Portfolio Manager model use to identify the overall risk of the portfolio?
Historical loss ratios
Average of the value of loans in a portfolio.
Default probability on each loan in a portfolio
Maximum loss as a percent of capital
Market value of an asset and the volatility of that asset's price
What does KMV's Portfolio Manager model use to identify the overall

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