PRMIA 8010 Question Answer
If EV be the expected value of a firm's assets in a year, and DP be the 'default point' per the KMV approach to credit risk, and σ be the standard deviation of future asset returns, then the distance-to-default is given by:
A)
B)
C)
D)
PRMIA 8010 Summary
- Vendor: PRMIA
- Product: 8010
- Update on: Jul 29, 2025
- Questions: 240
