A Markov Chain Approach to Model Credit Rating Dynamics: Creditinfo Case
With the use of the Markov chain framework this work investigates the dynamics between the scores generated by the credit bureau Creditinfo. These scores, also called ratings, are assigned to companies established in Iceland and reflect their probability of default within the next twelve months. The...
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| Format: | Thesis |
| Language: | English |
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2021
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| Online Access: | http://hdl.handle.net/1946/39936 |