New answers tagged credit-ratings
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Difference in interpretation between credit ratings from different agencies
As pointed out in the anwser already posted, If you have the data you can test whether default rates are relatively similar over time, from lectures I remember that the criteria for credit rating ...
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Difference in interpretation between credit ratings from different agencies
From my past experience in credit risk, each credit rating is usually tagged to a PD range forecasted by the PD model itself. For example, AAA in S&P is tagged to 0% to 0.01% PD over the next year....
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