An increased risk of credit-related exposures and the contagion effect of the recent global financial crisis have led to stringent regulations and the need for accurate credit risk models. Under the ...

There is no specification for colors of probability and impact in the specification and in imported matrices, only of the colour of the risk. However, the current implementation uses colours for ...

This is a preview. Log in through your library . Abstract This paper presents methods for computing aggregate change in probabilities of a binary dependent variable from changes in distributions of ...