What Does Moody's Analytics Portfolio Manager Model Use to Identify

question 39

Multiple Choice

What does Moody's Analytics Portfolio Manager Model use to identify the overall risk of the portfolio?

• A)Maximum loss as a percent of capital.
• B)Historical loan loss ratios.
• C)Default probability on each loan in a portfolio.
• D)Market value of an asset and the volatility of that asset's price.

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Definitions:

Lungs

Pair of respiratory organs in the chest of vertebrates where blood is oxygenated and carbon dioxide is removed.

Air

The invisible gaseous substance surrounding the earth, a mixture mainly of oxygen and nitrogen.

Dysrhythmia

An irregularity in heart rhythm; also called arrhythmia.

Cardiac Output

The product of heart rate and stroke volume, measured in liters per minute; the amount of blood that is pumped by the heart in 1 minute.