1 Year Rating Transition Matrix (2015)
|
| Previous |
Rating after 1 year
|
|
| Rating |
|
| AAA |
AA |
A |
BBB |
BB |
B |
CCC |
|
| AAA |
100.00% |
0.00% |
0.00% |
0.00% |
0.00% |
0.00% |
0.00% |
|
| AA |
1.04% |
98.96% |
0.00% |
0.00% |
0.00% |
0.00% |
0.00% |
|
| A |
0.00% |
5.19% |
93.51% |
1.30% |
0.00% |
0.00% |
0.00% |
|
| BBB |
0.00% |
0.00% |
3.80% |
94.30% |
1.90% |
0.00% |
0.00% |
|
| BB |
0.00% |
0.00% |
0.00% |
11.86% |
87.71% |
0.42% |
0.00% |
|
| B |
0.00% |
0.00% |
0.00% |
0.00% |
40.00% |
60.00% |
0.00% |
|
| CCC |
0.00% |
0.00% |
0.00% |
0.00% |
0.00% |
0.00% |
0.00% |
|
| Each row corresponds to a previous rating. |
| Each column corresponds to a rating after 1 year. |
