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external-credit-ratings

  1. Nicole Seaman

    YouTube T4-44: External Credit Ratings

    This video is a brief introduction to external credit ratings, where we have two pages to show you. The first page is a review of the credit rating scale. David added some color to this, but more importantly in bullets, he teased out what we think are the essential need-to-know items about the...
  2. Nicole Seaman

    P1.T4.919. Linking internal rating systems to external credit ratings (de Servigny Ch. 2)

    Learning objectives: Describe a ratings transition matrix and explain its uses. Describe the process for and issues with building, calibrating, and backtesting an internal rating system. Identify and describe the biases that may affect a rating system. 919.1. In order to develop an internal...
  3. Nicole Seaman

    P1.T4.918. Internal versus external credit ratings (de Servigny Ch.2)

    Learning objectives: Explain the potential impact of ratings changes on bond and stock prices. Compare external and internal ratings approaches. Explain and compare the through-the-cycle and at-the-point internal ratings approaches. Questions: 918.1. Dorthy the Senior Risk Analyst is...
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