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Are there any well known methods of testing through-the-cycle rating systems?
Rating systems, as defined by the Basel II Accord, can be classified into two broad types - through-the-cycle (TTC) or point-in-time (PIT) - and the probability of default predicted by such a system ...
Apr 5 '12 at 7:54
newest default risk-management questions feed
Putting the Community back in Wiki
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