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    Financial Institution Management
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    Exam 11: Credit Risk II: Loan Portfolio and Concentration Risk
  5. Question
    Using the KMV Portfolio Manager Model, the Return on a Loan
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Using the KMV Portfolio Manager Model, the Return on a Loan

Question 40

Question 40

True/False

Using the KMV Portfolio Manager Model, the return on a loan can be calculated as the annual all-in-spread minus the loss in the event of default.

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