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.
Google it. There are a number of sources for crossreferencing the rating systems.
this is in the CFAI books as well, if I recall correctly
The wiki article “Bond credit rating” provides a good mapping table.
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
Thanks for all your reply. I got it.