李同学2018-10-23 11:25:52
李同学老师，这个题能给一下解题步骤吗，不知道用哪个公式算的，谢谢
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Galina2018-10-23 18:19:04
GalinaThe probability of default equals the credit risk spread divided by the loss given default. PD = spread/LGD. Here, the spread due to credit risk equals 2.0% - 0.8% or 1.2% and the loss given default is 60%. The probability of default is then 2%.
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