MSRM Program, Class of 2019, Module 3 | New York
October 15-27, 2018
Managing Risk in Complex Capital Projects
Professor Paul Tice
Post-Module project: The Tappan Zee Bridge Replac...
Prof. A Saunders
MSRM
CREDIT RISK MANAGEMENT
(all questions 10 points each)
1. Based on a linear regression model, a bank calculates that the PD for one of its portfoli...