In the Moody's Analytics model, which of the following is a function of the historical returns of the individual assets.

Name: In the Moody's Analytics model, which of the following is a function of the historical returns of the individual assets.
Brand: Quizplus
Rating: 4.9 (62 reviews)

Question

Quizplus · Accepted Answer

The correlation of default risk in Moody's Analytics model is influenced by the historical returns of individual assets, as it helps in understanding how the default risks of different assets are related based on their past performance.

In the Moody's Analytics Model, Which of the Following Is