Matrix of Standard and Poor's Global Corporate Rating Transition Frequencies 2000 (NR Removed)
Usage
data(tm_abs)Format
An 8 x 8 numeric matrix of transition counts, with rows and columns named
after the rating classes "AAA", "AA", "A",
"BBB", "BB", "B", "C" and "D".
References
European Securities and Markets Authority, 2016 https://cerep.esma.europa.eu/cerep-web/statistics/transitionMatrice.xhtml
Examples
data(tm_abs)