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    Exam 11: Credit Risk: Loan Portfolio and Concentration Risk
  5. Question
    According to Moody's Analytics, Default Correlations Tend to Be _____
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According to Moody's Analytics, Default Correlations Tend to Be _____

Question 32

Question 32

Multiple Choice

According to Moody's Analytics, default correlations tend to be _____ and lie between _______.


A) Low; 0.002 and 0.15
B) High; 1.86 and 2.99
C) Low; 0.001 and 0.002
D) High; 2.99 and 3.50
E) Low; 0 and 0.001

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