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Probability of Default Calculator allows estimating probabilities of defaults according to Basel II requirements using five-year hist
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Company: AdvMathAppl
License: Shareware
Version: 1
System: Windows CE
Size: 109 KB
Date Released: 09-03-2005
Price: 25
Screenshot: Click here to see Screenshot
Downloads: 852
Homepage: http://www.advmathappl.com/PDC_Home.htm
Date added: Sep 18, 2005
Click here to Download
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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