Essays about: "Georges Mansourati"
Found 1 essay containing the words Georges Mansourati.
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1. Can macro variables improve transition matrix
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Transition matrices that describe the probability for firms to migrate between rating classes are important inputs in many credit risk applications. In this thesis we try to find a simple way to forecast transition matrices that reflect actual future probabilities of credit migration better than unconditional transition matrices. READ MORE
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