Tracy M. Nolte's latest activity
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TTracy M. Nolte reacted to Clay Carter's post in the thread Credit Risk Reading 10, Hull Chapter 19 CreditMetrics with.@Tracy M. Nolte Good question. CreditMetrics always uses cumulative probabilities when mapping to normal cutoffs. What you’re noticing...
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TTracy M. Nolte posted the thread Credit Risk Reading 10, Hull Chapter 19 CreditMetrics in P2.T6. Credit Risk Measurement & Management.When walking through Reading 10 (Hull Chapter 19) in the Credit Risk book today, the BT associated slide deck has the following 2 tables...
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