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    Financial Institutions Management
  4. Exam
    Exam 11: Credit Risk: Loan Portfolio and Concentration Risk
  5. Question
    A Loan Migration Matrix Is a Measure of the Probability
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A Loan Migration Matrix Is a Measure of the Probability

Question 4

Question 4

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A loan migration matrix is a measure of the probability of a loan being upgraded, downgraded, or defaulting over some period.

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