CreditRisk+: Poisson modelling

About this app

Move from Bernoulli defaults to a Poisson approximation of default counts and an analytical credit loss distribution.

Subject: Credit risk

More from Credit risk

• Adverse selection
• Default correlation surface in 3D
• CreditPortfolioView: macro factors
• Exposure profile
• Integrated risk measurement
• Rating migration explorer
• PD master scale
• Risk-bearing capacity cockpit

A VisuApp by heyprof: interactive, free in your browser, no sign-up. What is a VisuApp? · All apps