[DOC][DOC] Revisiting the dualism of” point-in-time” and” through-the-cycle” credit risk models
B Eder - crc.business-school.ed.ac.uk
Credit risk models are often described as being either point-in-time (PIT), through the-cycle
(TTC) or a hybrid thereof. Nevertheless, it is generally accepted that there is no consensus …
(TTC) or a hybrid thereof. Nevertheless, it is generally accepted that there is no consensus …
[DOC][DOC] Revisiting the dualism of” point-in-time” and” through-the-cycle” credit risk models
B Eder - crc.business-school.ed.ac.uk
It is common to distinguish between “point-in-time”(PIT) and “through-the-cycle”(TTC) credit
risk models. Especially in regulation and accounting, the terms are employed extensively …
risk models. Especially in regulation and accounting, the terms are employed extensively …