Capture The Moment: FirstKnow.It

 
  Home
  Companies Alphabetically     
  Companies By Sector           
  Up Down Grades
  Watchlist
  Sector Averages
  PeerVue
 

  Find Company
By Ticker
By Name  
 

Login
UserName  
Password
 
   
   
 

Ratings Calculation
 
The following factors are quantified in evaluating the digital option which is used to calculate default probability which is then mapped to provide corporate credit ratings:

1. Borrower total liabilities plus accruing interest
2. Annual dividends paid by the borrower
3. Interest rates applicable for the rating horizon
4. Stock market capitalisation of borrower's equity
5. Volatility of borrower's assets
6. Liquidation write-down of the borrower's assets in the event of default
7. Rating time horizon 1 year and 4 years for short and medium-term ratings


Ratings are produced over a short-term time horizon of one year and a medium term horizon of four years.
Sector Averages | Up/DownGrades | Watchlist

Home | About Us | Ideas | Site Map | Rating Means | Coverage | What's New