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# Problem with the following exercise for exams watch

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1. Hello and thank you for your time!

Can someone help me with the following exercise? i need it for my exams Thank you a lot!

Let three loans be defeated independently with D1 (Pd = 1%, Loss = 100), D2 (Pd =% 4, Loss = 50), D3 (Pd = 10%, Loss = 20). Find the loss distribution, average loss, and CreditVar with a 90% confidence level.
2. (Original post by Galazios)
Hello and thank you for your time!

Can someone help me with the following exercise? i need it for my exams Thank you a lot!

Let three loans be defeated independently with D1 (Pd = 1%, Loss = 100), D2 (Pd =% 4, Loss = 50), D3 (Pd = 10%, Loss = 20). Find the loss distribution, average loss, and CreditVar with a 90% confidence level.
Have you ever seen a similar example before? Perhaps with just two loans..
3. (Original post by Kevin De Bruyne)
Have you ever seen a similar example before? Perhaps with just two loans..
Unfortunately, i have never seen before an example like this and i found it from the last year exams. Our proffessor never make examples . So i decided to ask for help here

I;m writing exams next friday. If someone can help i will appreciate

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Updated: June 20, 2017
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