Data for: Sequence-Based Clustering Applied to Long-Term Credit Risk Assessment

The data set consisted of monthly corporate credit ratings from 1986-09-01 to 2018-09-01 for 1899 firms in Korean indices such as the KOSDAQ and KOSPI. Firms in this data set can take any rating from the following set of 22 credit ratings, i.e.,
{AAA, AA+, AA, AA-, A+, A, A-, BBB+, BBB, BBB-, BB+, BB, BB-, B+, B, B-, CCC+, CCC, CCC-, CC, C, D}.
The firms that take the "D" rating are considered to be in default. Some firms were "closed" after some time and are considered to be in default. Firms that were missing credit rating sequences, made for sale, or was merged with another firm were removed from the data set. After pruning the data set, there are 1648 firms remaining in the data set.

该数据集包含了自1986年9月1日至2018年9月1日期间的韩国证券交易所（如KOSDAQ和KOSPI）中1899家公司的月度信用评级。数据集中的公司信用评级可从以下22个信用评级集合中选取，即：{AAA, AA+ (AA pluss), AA, AA- (AA minus), A+, A, A- (A minus), BBB+ (BBB pluss), BBB, BBB- (BBB minus), BB+ (BB pluss), BB, BB- (BB minus), B+, B, B- (B minus), CCC+ (CCC pluss), CCC, CCC- (CCC minus), CC, C, D}。被评为“D”等级的公司被视为违约。部分公司在一段时间后被“关闭”，也被视为违约。对于信用评级序列缺失、被标为出售或与其他公司合并的公司，已从数据集中移除。数据集经过精简后，剩余1648家公司的信用评级数据。