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Which of the following cannot be used as an internal credit rating model to assess...

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Which of the following cannot be used as an internal credit rating model to assess an individual borrower:

A.

Distance to default model

B.

Probit model

C.

Logit model

D.

Altman's Z-score

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  • Update on: Jul 29, 2025
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The probability of default of a security over a 1 year period is 3%.
Loss provisioning is intended to cover:
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TESTED 02 Aug 2025