| http://dbpedia.org/ontology/abstract
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A market-implied rating estimates the mark … A market-implied rating estimates the market observed default probability of an individual, corporation, or even a country. Indeed, a credit rating is simply a probability of default. The methodology used by Moodys consists in a median piecewise fit of the ratings to the credit defaut swap data observed on the market. S&P however uses a log regression between the log cds and the ratings equivalent number, adjusted to firm specifics, continent, and outlook.to firm specifics, continent, and outlook.
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24198364
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1361
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1096018077
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http://dbpedia.org/resource/Probability_of_default +
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, http://dbpedia.org/resource/Risk-based_pricing +
, http://dbpedia.org/resource/Default_%28finance%29 +
, http://dbpedia.org/resource/Credit_score +
, http://dbpedia.org/resource/Category:Credit +
, http://dbpedia.org/resource/Credit_risk +
, http://dbpedia.org/resource/Corporation +
, http://dbpedia.org/resource/Credit_rating +
, http://dbpedia.org/resource/Credit_history +
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http://dbpedia.org/resource/Template:Reflist +
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http://dbpedia.org/resource/Category:Credit +
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http://en.wikipedia.org/wiki/Market-implied_rating?oldid=1096018077&ns=0 +
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http://en.wikipedia.org/wiki/Market-implied_rating +
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|
| rdfs:comment |
A market-implied rating estimates the mark … A market-implied rating estimates the market observed default probability of an individual, corporation, or even a country. Indeed, a credit rating is simply a probability of default. The methodology used by Moodys consists in a median piecewise fit of the ratings to the credit defaut swap data observed on the market. S&P however uses a log regression between the log cds and the ratings equivalent number, adjusted to firm specifics, continent, and outlook.to firm specifics, continent, and outlook.
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| rdfs:label |
Market-implied rating
|
