The Probability of Default Calculator estimates default probabilities based on historical data for various risk classes, sub-classes, and portfolios to meet Basel II requirements.
Using five-year historical data on frequencies of defaults for various risk classes, sub-classes, and portfolios, Probability of Default Calculator is able to generate estimations with ease. Additionally, the software is user-friendly, making it an accessible tool for users of all experience levels.
Whether you're a financial analyst, credit risk manager, or simply someone looking to better understand the risks associated with a specific investment, Probability of Default Calculator is an invaluable resource. By providing detailed and accurate estimations, it can help you make more informed decisions and mitigate potential risks.
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