Risk Solutions' Mapping allows you to effectively calibrate your internally generated scores to Standard & Poor's globally recognizable letter-grade rating scale. Using a rigorous approach to comparing your internal rating scales with external (rating agency) scales offers several attractive benefits for your firm, and for your shareholders, board members, and regulators.
Mapping Process
Risk Solutions uses a multi-step process to effectively establish a mapping of your internal ratings and Standard & Poor's ratings with confidence:
A review of internal rating system processes and procedures;
Comparison of commonly-rated entities;
Comparison of historical ratings performance; and
Surveillance.
Benefits
Increases transparency for shareholders, board members, and regulators;
Identifies the strengths and weaknesses of your internal rating system;
Establishes the foundation for using Standard & Poor's default and ratings performance data to assign probabilities of default to your internal ratings; and
Facilitates the rating of your CBO/CLO transactions.
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