Sökning: "Georges Mansourati"
Hittade 1 uppsats innehållade orden Georges Mansourati.
1. Can macro variables improve transition matrix
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : 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. LÄS MER
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