4
Rating Migrations
4.1
Rating Transition Probabilities
4.1.1
From Credit Events to Migration Counts
4.1.2
Estimating Rating Transition Probabilities
4.1.3
Dependent Migrations
4.1.4
Computation and Quantlets
4.2
Analyzing the Time-Stability of Transition Probabilities
4.3
Multi-Period Transitions
Bibliography