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Structural Differences Between External and Internal Default Rates, Migration Matrices and PITness

Document

Author: 
Daniela Thakkar (GCD)
Topics: 
GCD data models & processes
PD & Rating platform
PD modelling for regulatory capital
File Type: 
GCD conference material: executive analytics
Publication Year: 
2017
Groups audience: 
- Private group -
Workflow status: 
Final
Group content visibility: 
Public - accessible to all site users