"I believe that everything under the sun can be viewed as a matrix element. Relations define equations and equations forms matrix."

Medium member since August 2018

Aug 23, 2018 · 2 min

*Dual time Dynamics* attempts to model the loss behaviour of a portfolio of retail loans as a function of calendar time and portfolio maturation time, as well as portfolio risk profile and the impact of the macro-economy as an exogenous factor.

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