Hi Rick,

Can you help me with the following problem?

I wish to construct a Markov Transition Matrix [ with Credit Risk Roll Rate Analysis ]

Basically the idea is to use empirical data to estimate the probability of
a customer changing their delinquency state within a unit of time (such as
a month) and to embed this information within a Markov Transition Matrix.

i would appreciate any suggestions or advice that you are able to provide.

Regards