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Estimate Transition Probabilities

Estimate change in credit quality, model transition probabilities from credit rating data using Financial Toolbox™

Financial Toolbox supports the estimation of transition probabilities using both cohort and duration (also known as hazard rate or intensity) approaches. and related functions.

For information on transition probabilities, see Estimate Transition Probabilities (Financial Toolbox).

Functions

transprobEstimate transition probabilities from credit ratings data
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