CAS Exam8 Bailey & Simon# Actuary - 精算
w*r
1 楼
9月PD是5/8/2006,考虑是最后一月,估计不能都清空,我们假设清空到2006年4月底吧
库存如下
C2 I2 total accumulate total
May 580 1398 1978 1978
June 754 1677 2431 4409
July 641 1538 2179 6588
Aug 722 1662 2384 8972
Sep 807 1702 2509 11481
Oct 757 1729 2486 13967
Nov 690 1746 2436 16403
Dec 803 1887 2690 19093
然后每月A3老中各250个名额,那么下一财年PD走向如下:
Oct 2010 May 8, 2006
Nov 2010 May 8, 2006
Dec 2010 June 20
库存如下
C2 I2 total accumulate total
May 580 1398 1978 1978
June 754 1677 2431 4409
July 641 1538 2179 6588
Aug 722 1662 2384 8972
Sep 807 1702 2509 11481
Oct 757 1729 2486 13967
Nov 690 1746 2436 16403
Dec 803 1887 2690 19093
然后每月A3老中各250个名额,那么下一财年PD走向如下:
Oct 2010 May 8, 2006
Nov 2010 May 8, 2006
Dec 2010 June 20