Co znaczy MARGINAL DEFAULT PROBABILITY:
When a horizon is used that extends across more than one period, the marginal default probability describes the conditional default probability for the default of the constituents of the portfolio within a particular period of the horizon. The marginal default probability and the exposure profile are both required for constructing the distribution of the default for the constituents of the portfolio hierarchy.
SAP przykład użycia MARGINAL-DEFAULT-PROBABILITY pomoc. Jak działa marginal-default-probability kod programu ABAP. Wykorzystanie kodu Marginal-Default-Probability w programie funtion module SE37. Obsługa funkcji marginal-default-probability
w klasie.
Słownik i definicje SAPa na M.