首页>
外国专利>
Method and system for predicting credit ratings transitions
Method and system for predicting credit ratings transitions
展开▼
机译:预测信用等级转变的方法和系统
展开▼
页面导航
摘要
著录项
相似文献
摘要
A system and method is provided for allowing users to create portfolios of issuers and macroeconomic scenarios used to determine pertinent rating facts and future paths of macroeconomic drivers. The system and method use the pertinent rating facts and the future paths of macroeconomic drivers, namely unemployment rates and high yield spreads, as inputs to a Credit Transition Model (CTM). The system and method generate a complete set of rating transitions, including predicting the probability of default, while taking into account withdrawal of issuers to more accurately reflect default rates. The system and method provide users with multiple choices for outputs from the CTM and can easily and quickly generate results from the model.
展开▼