Determine Credit Quality Thresholds

Convert transition probabilities to credit quality thresholds and the opposite way

An equivalent way to represent transition probabilities is by transforming them into credit quality thresholds. These are critical values of a standard normal distribution that yield the same transition probabilities. Financial Toolbox™ supports the transformation between transition probabilities and credit quality thresholds.

Functions

transprobfromthresholdsConvert from credit quality thresholds to transition probabilities
transprobtothresholdsConvert from transition probabilities to credit quality thresholds

Topics

Credit Quality Thresholds

Use transition probabilities by transforming them into credit quality thresholds.