Probability of Default Calculator allows estimating probabilities of defaults according to Basel II requirements using five-year hist
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Probability of Default Calculator
Company:
AdvMathAppl
License:
Shareware
Version:
1
System:
Win95,Win98,WinME,WinNT 3.x,WinNT 4.x,Windows2000
Size:
109 KB
Date Released:
09-03-2005
Price:
25
Screenshot:
Click here to see Screenshot
Downloads:
770
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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