Graphics Reference
In-Depth Information
Figure
.
.
Probability of default, estimated for a random subsample of
failing and
surviving
companies, and plotted for the variables K
and K
. An SVM of low complexity with a radial basis
kernel of
Σ
was used
Figure
.
.
Probability of default, plotted for the variables K
and K
. he boundaries of five risk
classes are shown, which correspond to the rating classes BBB and above (investment grade), BB, B+, B,
B- and lower