Recent content by JosephFrank

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    Graduate Default Probabilities: Calculating with Moody's Transition Matrix

    Hello , I have a transition matrix Panel A:Moody's Aaa Aa A Baa Ba B Caa default (%) (%) (%) (%) (%) (%) (%) (%) Aaa 91.897 7.385 0.718 0 0 0 0 0 Aa 1.131 91.264 7.091 0.308 0.206 0 0 0 A 0.102 2.561 91.189 5.328 0.615 0.205 0 0 Baa 0 0.206 5.361 87.938 5.464...