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・ Markgröningen
・ Markha
・ Markha River
・ Market Weston
・ Market Weston Fen
・ Market window
・ Market Wise
・ Market Wizards
・ Market Wrap
・ Market Yard, Pune
・ Market! Market!
・ Market-based environmental policy instruments
・ Market-Based Management Institute
・ Market-based valuation
・ Market-entry consultant
Market-implied rating
・ Market-linked CD
・ Market-oriented sector selective talks (US–Japan)
・ Market-preserving federalism
・ Market-Rite
・ Market7
・ Marketa Kimbrell
・ Marketa Lazarová
・ Marketa Lazarová (novel)
・ Marketa Sidkova
・ Marketable title
・ Marketcetera
・ Marketed Health Products Directorate
・ MarketFair Mall
・ Marketfield Street


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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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