How will you estimate the concentration risk capital? 10.If the expected loss of a loan is 1.2 per cent and the expected recovery rate (RR) for the same is 40 per cent, what is your estimate of the...

How will you estimate the concentration risk capital? 10.If the expected loss of a loan is 1.2 per cent and the expected recovery rate (RR) for the same is 40 per cent, what is your estimate of the probability of default (PD) and the unexpected loss of the loan? 11.Prove that UL P = + MRC 1 + MRC 2