开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

DDAXC · 2020年10月18日

问一道题:NO.PZ2016082405000025

问题如下:

Which of the following statements regarding ratings transition matrices is least correct?

选项:

A.

Transition matrices assess rating migrations, that is, the probability that a company starting with a particular rating will be downgraded within the stated period.

B.

The diagonal elements in the transition matrix beginning at the top left show the probability of ending the year with an unchanged rating.

C.

Within a transition matrix, there is no transition from default to another rating.

D.

The probability of a rating migration is higher for lower rated companies.

解释:

A Transition matrices assess the probability that a company’s rating will remain unchanged at the end of a stated period. Rating migration measures the probability of a change in letter rating, however it encompasses both rating upgrades and downgrades.  

d为什么是正确的呢 对于一个坏人来说再坏也坏不到哪里去 所以他的信用转移概率应该是小啊 想转移到好的rating的概率也不会很高

1 个答案

袁园_品职助教 · 2020年10月18日

同学你好!

由于评级(相对于长经济周期而言)是一种中短期的评估,中短期内这公司会不会违约。

比如C评级这种垃圾债的公司,他们被评的违约率很高,但是如果他们短期内扛住了,那未来多半是会好一些的,那可能会被升级;而扛不住的话就违约,那对于评级C也是一种变化。因此变得概率还是挺高的。

而反观A评级的公司,中短期内,相对来说还是比较稳定的,变化不会像C评级的那么大。

  • 1

    回答
  • 0

    关注
  • 381

    浏览
相关问题

NO.PZ2016082405000025 Whiof the following statements regarng ratings transition matrices is least correct? Transition matrices assess rating migrations, this, the probability tha company starting with a particulrating will wngrawithin the stateperio The agonelements in the transition matrix beginning the top left show the probability of enng the yewith unchangerating. Within a transition matrix, there is no transition from fault to another rating. The probability of a rating migration is higher for lower ratecompanies. A Transition matrices assess the probability tha company’s rating will remain unchangethe enof a stateperio Rating migration measures the probability of a change in letter rating, however it encompasses both rating upgras anwngras.   ​请问b说的是什么意思?

2021-04-17 10:20 1 · 回答

Whiof the following statements regarng ratings transition matrices is least correct? Transition matrices assess rating migrations, this, the probability tha company starting with a particulrating will wngrawithin the stateperio The agonelements in the transition matrix beginning the top left show the probability of enng the yewith unchangerating. Within a transition matrix, there is no transition from fault to another rating. The probability of a rating migration is higher for lower ratecompanies. A Transition matrices assess the probability tha company’s rating will remain unchangethe enof a stateperio Rating migration measures the probability of a change in letter rating, however it encompasses both rating upgras anwngras.   老师A是不是错在,不只是wn,up也可以

2020-10-14 12:06 1 · 回答

The agonelements in the transition matrix beginning the top left show the probability of enng the yewith unchangerating. Within a transition matrix, there is no transition from fault to another rating. The probability of a rating migration is higher for lower ratecompanies. A Transition matrices assess the probability tha company’s rating will remain unchangethe enof a stateperio Rating migration measures the probability of a change in letter rating, however it encompasses both rating upgras anwngras.           能解读哈?为什么是对的      

2020-08-25 10:09 1 · 回答

Whiof the following statements regarng ratings transition matrices is least correct? Transition matrices assess rating migrations, this, the probability tha company starting with a particulrating will wngrawithin the stateperio The agonelements in the transition matrix beginning the top left show the probability of enng the yewith unchangerating. Within a transition matrix, there is no transition from fault to another rating. The probability of a rating migration is higher for lower ratecompanies. A Transition matrices assess the probability tha company’s rating will remain unchangethe enof a stateperio Rating migration measures the probability of a change in letter rating, however it encompasses both rating upgras anwngras.   bonfault就真的再也没有任何机会在转移到其他评级了吗?????

2020-05-24 16:59 1 · 回答