Defaults

Portfolio value change

Probability^b

0

0%

60.50%

1

−2%

30.56%

2

−4%

7.56%

3

−6%

1.22%

4

−8%

0.15%

5

−10%

0.01%

6

−12%

0.00%

7

−14%

0.00%

8

−16%

0.00%

9

−18%

0.00%

10

−20%

0.00%

.

.

.

.

.

.

.

.

.

50

-100%

0.00%