19.2 Rating Transition Probability

This section describes the parameters of the Rating Transition Probability Analysis.

Table 19-5 Rating Transition Probability Analysis Parameters

Parameters Descripion
Analysis Name Rating Transition Probability
Report Level Filters
  • Tabular Report: Period in Months.
  • Graphical Reports: Ratings
Analysis Description The analysis presents the rating transition probability during a specified future period.
Reports Covered

This analysis is presented through a combination of tabular and graphical reports, consisting of the following:

  • Rating Transition Probability: A tabular report that displays the rating transition probabilities for all rating combinations during the selected future period.
  • Rating Transition Probability: A scatter plot graph that displays the rating transition probabilities of the selected rating to other ratings, during the selected future period.
Dimensions
  • Not Applicable
Drill-down details Not Applicable
Drill-down Path Not Applicable