Rating Transition Model
收藏DataCite Commons2026-01-07 更新2025-04-16 收录
下载链接：
https://service.tib.eu/ldmservice/dataset/49eb6196-9d5c-4162-99ea-2402db5c4dc9
下载链接
链接失效反馈官方服务：
资源简介：
Rating agencies publish these type of matrices usually once a year for a few time frames. Short-term rating matrices are usually published with time frames of 1, 3, 6, 12 months and long-term rating matrices with time frames of 1, 2, 3, 5, 10 years. We see a lot of uncertainty in the historical data published by the agencies increasing with larger time frames, which we will discuss in more details in Section 4.2.
提供机构：
TIB
创建时间：
2025-01-02
