MSRM Question Professor Edward Altman November 2018 In August 2017, Tesla Motors raised $1.8 billion in Corporate bonds, priced at 5.3%, 8-year notes. The bonds were subordinated to mo...

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...