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Project 1 Loan Workout Computations

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Shared by: cuiliqing
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4
posted:
10/31/2011
language:
English
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4
# of Y records # of successful Y records # of failed Y records P S |Y  







# of T records # of successful T records # of failed T records P S |T  







# of C records # of successful C records # of failed C records P S |C  







# of S records # of F records # of successful Y records # of failed Y records







# of S records # of F records # of successful T records # of failed T records







# of S records # of F records # of successful C records # of failed C records









P Y  T  C | S   P Y  T  C | F  





P  S | Y  T  C   P F | Y  T  C  

P F |Y  







P F |T  







P F |C  







P Y | S   P Y |F  







P T | S   P T |F  







P C | S   P C |F  

Random Variables

Let Z Y be the value of an attempted loan workout for a borrower with _____ years business experience

Let Z T be the value of an attempted loan workout for a borrower with a ________________ degree

Let Z C be the value of an attempted loan workout for a borrower whose loan is in a __________________ state of economy



Let Z be the value of an attempted loan workout for a borrower with Y , T , and C .

Calculation Decision

E (Z Y )

E (Z T )

E (Z C )



E (Z )



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