Assessment of a Credit Value atRisk for Corporate Credits
In this thesis I describe the essential steps of developing a credit rating system. This comprises the credit scoring process that assigns a credit score to each credit, the forming of rating classes by the k-means algorithm and the assignment of a probability of default (PD) for the rating classes....
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2013
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-124146 |