What is the expected loss for this bond position?
A. RUB 787,500
B. RUB 1,837,500
C. RUB 2,625,000
D. RUB 3,375,000
Answer:B
What is the expected loss for this bond position?
A. RUB 787,500 B. RUB 1,837,500 C. RUB 2,625,000 D. RUB 3,375,000
Explanation: In order to get the expected loss, first we have to calculate the loss given default (LGD). This is