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6.e.1 default intensity (4 she... by davidharper  268 views
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$ Macros
 
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Cumulative Probability of Default (Cumulative PD)
Default
Intensity123456789101112131415
0.10%0.10%0.20%0.30%0.40%0.50%0.60%0.70%0.80%0.90%1.00%1.09%1.19%1.29%1.39%1.49%
1.00%1.00%1.98%2.96%3.92%4.88%5.82%6.76%7.69%8.61%9.52%10.42%11.31%12.19%13.06%13.93%
2.50%2.47%4.88%7.23%9.52%11.75%13.93%16.05%18.13%20.15%22.12%24.04%25.92%27.75%29.53%31.27%
5.00%4.88%9.52%13.93%18.13%22.12%25.92%29.53%32.97%36.24%39.35%42.31%45.12%47.80%50.34%52.76%
10.00%9.52%18.13%25.92%32.97%39.35%45.12%50.34%55.07%59.34%63.21%66.71%69.88%72.75%75.34%77.69%
Hull22_defaultIntensity
Hull22_PDs
Sheet4
 
     
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