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
transprobfromthresholds | Convert from credit quality thresholds to transition probabilities |
transprobtothresholds | Convert from transition probabilities to credit quality thresholds |
Topics
Use transition probabilities by transforming them into credit quality thresholds.
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