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0	Expected Loss on a Portfolio, which contains an asset and a default protection contract, due to credit defaults
0	10-day VaR for a portfolio
0	Calculating the Value-at-Risk when changing the confidence level
0	Calculation Expecting Credit Loss from a Portfolio
0	Calculating the cumulative probability of default from recovery rate, yield and coupon rate

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0	10-day VaR for a portfolio

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0 probability × 3	0 risk × 2
0 default × 2	0 credit × 2
0 volatility × 2	0 portfolio
0 var × 2	0 distribution
0 delta × 2	0 recovery

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