annualized-default-rate

  1. Nicole Seaman

    P2.T6.702. Credit rating assignment methodologies (De Laurentis)

    Learning objectives: Explain the key features of a good rating system. Describe the experts-based approaches, statistical-based models, and numerical approaches to predicting default. Describe a rating migration matrix and calculate the probability of default, cumulative probability of default...
    • Nicole Seaman
    • Thread
    • annualized-default-rate credit-rating-assignment cumulative-probability-of-default delaurentis marginal-probability-of-default probability-of-default rating-migration-matrix rating-systems
    • Replies: 0
    • Forum: FRM® Practice Questions
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