credit rating

graduate · December 7, 2009, 10:16pm

Hi, All: Could anyone post the Moody’s rating scoring system and its mapping to S&P? It would help me to understand the credit risk context. Thanks very much.

Kabaka · December 9, 2009, 6:56pm

Google it. There are a number of sources for crossreferencing the rating systems.

system · December 10, 2009, 4:01pm

this is in the CFAI books as well, if I recall correctly

cityboy · December 10, 2009, 4:21pm

The wiki article “Bond credit rating” provides a good mapping table.

Drz · December 10, 2009, 7:22pm

Here are a couple. Although I think in the first link, the bottom three rows should be NAIC 4. http://www.quadcapital.com/Rating%20Agency%20Credit%20Ratings.pdf NAIC mappings: http://www.insurance.naic.org/documents/svo_naic_aro.pdf

graduate · December 14, 2009, 3:35pm

Thanks for all your reply. I got it.