Assuming that during a recession of "BBB" severity, the typical ČRE loan will experience a default frequency of 28% and a loss severity of 37%, what is the minimal amount of subordinated capital will...

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Extracted text: Assuming that during a recession of "BBB" severity, the typical ČRE loan will experience a default frequency of 28% and a loss severity of 37%, what is the minimal amount of subordinated capital will be required to ensure your tranche of capital does not incur any credit losses?