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Market-implied rating : ウィキペディア英語版 | Market-implied rating
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 ot firm specifics, continent, and outlook. ==References==
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Market-implied rating」の詳細全文を読む
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