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Modelli di portafoglio

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Portfolio Manager - valutazione all’orizzonte <strong>di</strong> rischio:approccio Cre<strong>di</strong>t Migration – singola esposizioneCre<strong>di</strong>tQualityBaaDAaABaaBaBCre<strong>di</strong>tQualityOggiDefaulted1 YrTempo$0.5$1ValoreEsp.Distribuzione approccio Cre<strong>di</strong>t MigrationDistribuzione approccio Default – Non DefaultProbabilità14

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