确定信用质量阈值
进行转移概率和信用质量阈值的相互转换
表示转移概率的另一种等效方法是将转移概率转换为信用质量阈值。它们是产生相同转移概率的标准正态分布的临界值。Financial Toolbox™ 支持在转移概率和信用质量阈值之间进行转换。
函数
transprobfromthresholds | Convert from credit quality thresholds to transition probabilities |
transprobtothresholds | Convert from transition probabilities to credit quality thresholds |
主题
- Credit Quality Thresholds
Use transition probabilities by transforming them into credit quality thresholds.
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