Agency News / 03.06.2015

AK&M RA Methodology Committee has approved the Adaptive Calibration Instruction for Rating Methodologies

The Instruction contains guidelines for adjusting the weight factors of specific creditworthiness (reliability) indicators within a group of homogeneous factors.

The calibration mechanism is applied in case of a wide spread of such specific indicators (50% or more of the possible variation range) as well as for assessing the stress creditworthiness / reliability ratings. The essence of calibration is assuming a greater impact of the factors bearing increased risks on the final rating.



Яндекс.Метрика