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.

Publisher:
AdvMathAppl
License:
Shareware
Size:
MB
OS:
Win95,Win98,WinME,WinNT 3.x,WinNT 4.x,Windows2000

Free download Probability of Default Calculator - pdcwin.zip