An interesting approach on calibrating TTC PD to PiT PD with only a forecasted portfolio level PiT PD as input. Check out the full details at https://ngyongkad.netlify.app/ .
Calibrating TTC PD to PiT PD
Feb 01, 2021
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An interesting approach on calibrating TTC PD to PiT PD with only a forecasted portfolio level PiT PD as input. Check out the full details at https://ngyongkad.netlify.app/ .