Probability of Default Calculator 1.0
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Probability of Default Calculator 1.0 description
Publisher:AdvMathAppl OSSupport:Windows 95/98/Me/NT/2000 License:Shareware Size:109 KB
Probability of Default Calculator allows estimating probabilities of defaults according to Basel II requirements using five-year historical data on frequencies of defaults for different risk classes, sub-classes, and portfolios.
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