To tree or not to tree?
Imagine you have 2 banks: Bank A, and Bank B. These banks are restricted to using a certain acceptance rate.
- Bank A has to use an acceptance rate of 45%
- Bank B has to use an acceptance rate of 85%
Based on the strategy tables, which model will Bank A and Bank B prefer to use?
Do not hesitate to have a look at the tables again. They are loaded in your workspace as strategy_cloglog$table
and strategy_loss_matrix$table
.
Diese Übung ist Teil des Kurses
Credit Risk Modeling in R
Interaktive Übung
Setze die Theorie in einer unserer interaktiven Übungen in die Praxis um
