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Determine Credit Quality Thresholds

Convert transition probabilities to credit quality thresholds and vice versa

An equivalent way to represent transition probabilities is by transforming them into credit quality thresholds. These are critical values of a standard normal distribution that yield the same transition probabilities. Financial Toolbox™ supports the transformation between transition probabilities and credit quality thresholds.

Functions

transprobfromthresholds Convert from credit quality thresholds to transition probabilities
transprobtothresholds Convert from transition probabilities to credit quality thresholds

Topics

Compute Credit Quality Thresholds

To compute credit quality thresholds, transition probabilities are required as input.

Visualize Credit Quality Thresholds

You can graphically represent the relationship between credit quality thresholds and transition probabilities.

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