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Determine Credit Quality Thresholds

Convert transition probabilities to credit quality thresholds and the opposite way using Financial Toolbox™

Financial Toolbox supports the transformation between transition probabilities and credit quality thresholds.

For information on credit quality thresholds, see Determine Credit Quality Thresholds (Financial Toolbox).

Functions

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