Why should I choose AnalystNotes?

AnalystNotes specializes in helping candidates pass. Period.

Basic Question 4 of 5

In its calculation, the expected loss include ______.

I. default probability
II. loss given default
III. time value of money
IV. risk premium

User Contributed Comments 0

You need to log in first to add your comment.
I passed! I did not get a chance to tell you before the exam - but your site was excellent. I will definitely take it next year for Level II.
Tamara Schultz

Tamara Schultz

Learning Outcome Statements

explain how the phase of the business cycle affects credit spreads and the performance of credit-sensitive fixed-income instruments;

explain how the characteristics of the markets for a company's products affect the company's credit quality;

CFA® 2025 Level II Curriculum, Volume 6, Module 37.