Survival Time
From Open Risk Manual
Revision as of 11:46, 31 March 2021 by Wiki admin (talk | contribs) (Created page with "== Definition == '''Survival Time''', in the context of multi-period Credit Risk analysis using a Credit Curve, denotes the time until legal entity experiences a defin...")
Definition
Survival Time, in the context of multi-period Credit Risk analysis using a Credit Curve, denotes the time until legal entity experiences a defined Credit Event.
