Checking default correlation and score correlation in a breakpoint model for rating classification (Q1650545)

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Checking default correlation and score correlation in a breakpoint model for rating classification
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    Checking default correlation and score correlation in a breakpoint model for rating classification (English)
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    4 July 2018
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    default correlation
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    score correlation
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    split point
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    default probability
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    credit risk model
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    rating classification
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