27.2 Transition Probability

This section describes the parameters of the Transition Probability Analysis.

Table 27-3 Transition Probability Analysis Parameters

Parameters Description
Analysis Name Transition Probability
Report Level Filters
  • Tabular Report: Migration metric and period in months
  • Graphical Reports: Delinquency Bands
Analysis Description The analysis presents the migration by credit score and delinquency band probability during a specified future period.
Reports Covered

This analysis is presented through a combination of tabular and graphical reports, filtering data by Delinquent Bands and Credit Scores for a future period. This analysis consists of the following:

  • Transition Probability Matrix - ECS Bands: A tabular report that displays the transition probabilities for all delinquency band and credit score combinations during the selected future period.
  • Transition Probability (Delinquency Bands): A scatter plot graph that displays the transition probabilities of accounts in a ECS band to other ECS bands during the selected future period.
Dimensions Not Applicable
Drill-down details Not Applicable
Drill-down Path Not Applicable