Hi guys,
I'm not sure this is the right subreddit but I think some of you could be able to help me.
I have to work on a stress test scenario at work and I am desperately looking for a transition matrix / migration table for corporate ratings in 2007-2008 during the crisis.
The issue is that I need a very detailed tabled, instead of broad letters (AAA;AA;A...etc.) like I found here :
2007 (page 25-26) : r/https://www.nact.org/sponsorPubs/SP2007_Default_and_Transition_Study_Corporates.pdf
I'd need a table with AAA;AA+;AA;AA-...etc. like I found here, but the time period is just too broad:
1983-2007 (page 4) : r/https://www.moodys.com/sites/products/DefaultResearch/2007100000486361.pdf
Any idea where I could find one? That would be amazing.
Submitted July 21, 2018 at 07:44AM by Ownards https://ift.tt/2LCtYa1
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