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FRM: Altman's Z score for credit risk
8:06
YouTubeBionic Turtle
FRM: Altman's Z score for credit risk
Altman's Z is the most famous type of linear discriminant model: borrowers are classified into high or low default risk categories. It does not directly give a probability of default (PD), although we can map to the score to a credit rating and map the rating to a PD (so there is an indirect path from the score to the PD). Four drawbacks: 1 ...
72.4K viewsSep 10, 2008
Altman Z-Score Explained
Altman Z Score - What Is It, Formula, Interpretation
Altman Z Score - What Is It, Formula, Interpretation
wallstreetmojo.com
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Altman Z Score Model Guide ( Examples)
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Altman Z Score Model Guide ( Examples)
cleverism.com
Jul 21, 2019
Z-Score: Meaning and Formula
Z-Score: Meaning and Formula
investopedia.com
5 months ago
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