R: Single Year Corporate Credit Rating Transititions

tm_abs {markovchain} | R Documentation

## Single Year Corporate Credit Rating Transititions

### Description

Matrix of Standard and Poor's Global Corporate Rating Transition Frequencies 2000 (NR Removed)

### Usage

    data(tm_abs)

### Format

The format is: num [1:8, 1:8] 17 2 0 0 0 0 0 0 1 455 ... - attr(*, "dimnames")=List of 2 ..$ : chr [1:8] "AAA" "AA" "A" "BBB" ... ..$ : chr [1:8] "AAA" "AA" "A" "BBB" ...

### References

European Securities and Markets Authority, 2016 https://cerep.esma.europa.eu/cerep-web/statistics/transitionMatrice.xhtml

### Examples

    data(tm_abs)

[Package markovchain version 0.8.6 Index]