Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
The paper argues for the need for and importance of the dual calibration of a probability of default (PD) model (ie, calibration to both point-in-time (PIT) and through-the-cycle (TTC) PD levels). It ...
The height histogram of a topographical image presents the statistical distribution of z-values (heights) within the image. The histogram is a graph of neighboring columns (or bins). In the histogram, ...
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