Spreadsheet for use with Default/no-default models
February 4th, 2010
I’ve been having trouble with getting the new readings up, and I will be trying again this weekend.
In the interim, you can download a spreadsheet for use with Chapter 2 of the Credit Modeling Handbook, and see how the calculations are done that created the graphs in that reading:
http://www.actuarialoutpost.com/actuarial_discussion_forum/showpost.php?p=4198683&postcount=16