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Probability of Default Calculator for PPCOS

Probability of Default Calculator

Author:	AdvMathAppl
Author's Site:	www.advmathappl.com
Size:	109KB
License:	Shareware
Rating:
Download:	Download Probability of Default Calculator for PPCOS

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Probability of Default Calculator allows estimating probabilities of defaults according to Basel II requirements using five-year historical data on frequencies of defaults for different risk classes, sub-classes, and portfolios.

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