• David Lee deposited Loan Commitment Analytics in the group Group logo of Scholarly CommunicationScholarly Communication on Humanities Commons 6 months ago

    The model calculates numbers that characterize the effect of adding an extra instrument to a portfolio of loan commitments. To be useful, these numbers should be additive with respect to the facilities making up the portfolio, so that their total would have the same meaning for the portfolio as each individual number has for the respective instrument. Moreover, some of these number have to be positive to make business sense.