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Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach
Estimation of Probability of Defaults (PD) for Low Default ... 21 Table 1.1 Now, as Bayes’ theorem says, ... a grade and B is an event of default. Our table will provide results for each grade in this way ...- Authors: Nabil Iqbal, Syed A Ali
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk appetite; Finance & Investments>Economic capital