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    Exam 11: Credit Risk: Loan Portfolio and Concentration Risk
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    On Loans Fully Secured by Physical, Non-Real Estate Loans, the Basel
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On Loans Fully Secured by Physical, Non-Real Estate Loans, the Basel

Question 62

Question 62

Multiple Choice

On loans fully secured by physical, non-real estate loans, the Basel Committee has set a loss given defaults (LGD) rate of


A) 15 percent
B) 25 percent
C) 40 percent
D) 45 percent
E) 60 percent

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