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  1. Nicole Seaman

    P1.T4.919. Linking internal rating systems to external credit ratings (de Servigny Ch. 2)

    Learning objectives: Describe a ratings transition matrix and explain its uses. Describe the process for and issues with building, calibrating, and backtesting an internal rating system. Identify and describe the biases that may affect a rating system. 919.1. In order to develop an internal...