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Malz Chapter 8:Portfolio Credit Risk
Excellent David, it's just what I was asking you. Million thanks!- BaserMad
- Post #9
- Forum: P2.T6. Credit Risk (25%)
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Malz Chapter 8:Portfolio Credit Risk
Yes, I would like to know your procedure to calculate the Pr[1 default] = 20.36% and Pr[0 or 1 default] = 97.74% Thanks!- BaserMad
- Post #7
- Forum: P2.T6. Credit Risk (25%)
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Malz Chapter 8:Portfolio Credit Risk
Hi David! May you develop your Pr[] calculations, i'm loss in procedure. Thanks in advance!- BaserMad
- Post #5
- Forum: P2.T6. Credit Risk (25%)