incremental-probability

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    Rating Migration Matrix

    Hello Can anybody help to guide how to answer these questions? Thank you. Edited by Nicole to include questions (please include questions in text format instead of an attachment): 1 What is the probability that a firm rated A will default in 1 year? 2 What is the...
    • Gerard Chan
    • Thread
    • incremental-probability probability probability-of-default
    • Replies: 7
    • Forum: Risk (general)
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