migrate
Create Credit State Migration (Transition) Matrices
Tools to help convert credit risk data at two timepoints into traditional credit state migration (aka, "transition") matrices. At a higher level, 'migrate' is intended to help an analyst understand how risk moved in their credit portfolio over a time interval. References to this methodology include: 1. Schuermann, T. (2008)
- Version0.5.0
- R version≥ 4.1
- LicenseMIT
- Licensefile LICENSE
- Needs compilation?No
- Languageen-US
- Last release07/10/2024
Documentation
Team
Michael Thomas
Brad Lindblad
Show author detailsRolesContributorIvan Millanes
Show author detailsRolesContributor
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- Depends1 package
- Imports7 packages
- Suggests3 packages