Essays about: "Arvid Rönnblom"
Found 1 essay containing the words Arvid Rönnblom.
-
1. Assesing counterparty risk classification using transition matrices : Comparing models' predictive ability
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : An important part when managing credit risk is to assess the probability of default of different counterparties. Increases and decreases in such probabil- ities are central components in the assessment, and this is where transition matrices become useful. READ MORE
Result pages:
1