EK Cumulative Default Risk 46.36% & 98.62% At 5 & 10 Years
Kamakura default probabilities from its version 5 models are based on 1.76 million observations and 2,046 defaults, 1990-2008.
Kamakura default probabilities from its version 5 models are based on 1.76 million observations and 2,046 defaults, 1990-2008.