Closed NaasvanH closed 6 years ago
Quick overview of new month's performance in terms of probability of default by point in time.
Write a function that calculates the latest month's probability of default at a point in time, as well as the % change from last month.
IN: data latest month
OUT: latest pointintime_month probability of default. % change in those rates from last month.
pointintime_month
Background & Problem
Quick overview of new month's performance in terms of probability of default by point in time.
Solution
Write a function that calculates the latest month's probability of default at a point in time, as well as the % change from last month.
IN: data
latest month
OUT: latest
pointintime_monthprobability of default. % change in those rates from last month.