Aiden Bank has a $500 million loan portfolio with a PD of 0.5%. Assuming the Vasicek Model, what is the 99.9 percentile of the default rate if the correlation parameter is 0.25?
A、0.0125
B、0.0165
C、0.0196
D、0.0175
发布时间：2025-06-28 03:47:46
