Seeking help with the application of Law of Large Numbers and Central Limit Theorem to calculate Investor Risk

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I'm a newbie to the forum with zero financial or statistical skills - first time post...seeking some assistance and a solution..thanks in advance!

I am trying to create a investor calculator or at least an accurate calculation of the following scenario for a financial instrument I'm aiming test as an MVP:

Say a loan is required and a funding pool of investors (N) is established to finance the loan amount (X).

Hence, the loan amount $(X) is sought by a borrower for an annual percentage yield (APY) of (Y)%.

E.g.: $2000 pooled from a number of willing investors (N) at an APY of 8.5% for a required term (T).

Risk assumptions (Outcomes) are as follows:

  • 80% probability of no loss
  • 10% probability of 50% loss
  • 10% probability of total loss

Solution sought:

  • The number of investors (N) required to reach zero (0) risk

Variables:

  • The effect of an annual premium $(P) paid by a Borrower to reduce (N)
  • The effect of a funded retention (FR)% to mitigate future losses
  • The level of risk (R)% in the event that investor numbers (N) are altered (ideally <10).

Thanks again!!!