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1. 1. Assessment of a Credit Value atRisk for Corporate Credits

   Master-uppsats, KTH/Matematisk statistik

   Författare :Laura Kremer; [2013]
   Nyckelord :Bernoulli Mixture Models;

   Sammanfattning : In this thesis I describe the essential steps of developing a credit rating system. This comprises the credit scoring process that assigns a credit score to each credit, the forming of rating classes by the k-means algorithm and the assignment of a probability of default (PD) for the rating classes. LÄS MER