Examples of validating transition thresholds

The examples directory includes python scripts and jupyter notebooks to help you get started

• Generating loss distributions analytically

• Estimating thresholds given a multi-period transition matrix set

Located in examples/python (For testing purposes all examples can be run using the run_examples.py script located in the root directory)

Validating Transition Thresholds

• validate_thresholds.py

Example of using portfolioAnalytics to compute multi-period transition thresholds compatible with a given transition matrix. Validate computed thresholds.