Oops, I was to quick here. At least, there is no instability. Nevertheless I would write(adsbygoogle = window.adsbygoogle || []).push({});

##\mathrm{Corr}(R)=0.12(1+\exp(-50 \mathrm{PD}))## instead of

Correlation (R) =

0.12 × (1 – EXP (-50 × PD)) / (1 – EXP (-50)) +

0.24 × [1 - (1 - EXP(-50 × PD))/(1 - EXP(-50))]

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# News Basel II: Numerical instabilities to stabilize banks?

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