Essays about: "Sebastian Pörn"
Found 1 essay containing the words Sebastian Pörn.
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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
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