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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

 
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