Home » Ratings & Data

Ratings & Data

Sovereign & Supranational

Rating methods

In alphabetical order:

  • Balanced-Score Card (BSC)[1]Frenkel, Karmann and Scholtens (2004). Sovereign Risk and Financial Crises. Springer. ISBN 978-3540222484., p. 10 (not active)
  • Country Risk[2]Frenkel, Karmann and Scholtens (2004). Sovereign Risk and Financial Crises. Springer. ISBN 978-3540222484., p. 10 (not active)
  • Ipsative Approach (Countries) (not active)
  • Poll (Countries)[3]The poll rating method is not used any more on Wikirating – it was active between Oct. 2011 and Apr. 2012.
  • Public Sector Credit Framework (PSCF)[4]Wikipedia – Public Sector Credit Framework. Retrieved 2013-09-21.
  • Resilience (Countries)[5]J. Marczyk, “A New Theory of Risk and Rating” – ASIN B004CLYICO
  • Secondary Market Analysis[6]Frenkel, Karmann and Scholtens (2004). Sovereign Risk and Financial Crises. Springer. ISBN 978-3540222484., p. 10 (not active)
  • Sovereign Wikirating Index (SWI)

Companies

Rating methods

In alphabetical order:

  • Corporation Average Index (CAI)
  • Corporation Wikirating Index (CWI) (not active)
  • Intellectual Capital (IC) (not active)
  • Kelly Criterion[7]White paper, original source: Crediteye’s thoughts (not active)
  • Option Pricing[8]Rosenberger (2003). Risk-adjusted Lending Conditions. John Wiley & Sons Ltd. ISBN 0-470-84752-2. (not active)
  • Poll (Companies)[9]The poll rating method is not used any more on Wikirating – it was active between Oct. 2011 and Apr. 2012.
  • Resilience (Companies)

Cryptoassets

Rating methods

In alphabetical order:

Structured Finance

There are several main types of structured finance instruments[11]See Wikipedia – Structured finance:

Asset-backed securities (ABS)

  • Asset-backed securities are bonds or notes based on pools of assets or collateralized by the cash flows from a specific pool of underlying assets.[12]See Wikipedia – Asset-backed securities

 

Mortgage-backed securities (MBS)

  • Mortgage-backed securities are asset-backed securities, the cash flows from which are backed by the principal and interest payments of a set of mortgage loans.[13]See Wikipedia – Mortgage-backed securities
    • Residential mortgage-backed securities deal with residential homes, usually single family.
    • Commercial mortgage-backed securities are for commercial real estate, such as malls or office complexes.
    • Collateralized mortgage obligations are securitizations of mortgage-backed securities.[14]See Wikipedia – Collateralized mortgage obligations

 

Collateralized debt obligations (CDOs)

  • Collateralized debt obligations consolidate a group of fixed-income assets, such as high-yield debt or asset-backed securities, into a pool, which is then divided into various tranches.[15]See Wikipedia – Collateralized debt obligations
    • Collateralized bond obligations (CBOs) are collaterized debt obligations backed primarily by corporate bonds.[16]See Wikipedia – Collateralized bond obligations
    • Collateralized loan obligations (CLOs) are collaterized debt obligations backed primarily by leveraged bank loans.[17]See Wikipedia – Collateralized loan obligations
    • Commercial real estate collateralized debt obligations are collaterized debt obligations backed primarily by commercial real estate loans and bonds.[18]See Wikipedia – Commercial real estate collateralized debt obligations

 

Other structured products

  • Credit derivatives are contracts to transfer the risk of the total return on a credit asset falling below an agreed level, without transfer of the underlying asset.[19]See Wikipedia – Credit derivatives
  • Collateralized fund obligations (CFOs) are securitizations of private equity and hedge fund assets.[20]See Wikipedia – Collateralized fund obligations
  • Partial guaranteed structures
  • Future flow transactions
  • Loan sell offs

Rating Agencies which offer ‘Structured Finance’ services

(Non-exhaustive) list of credit rating agencies, which offer ‘Structured Finance’ services (in alphabetical order):

Credit Rating Agencies

Wikirating regulary updates the list of credit and crypto rating agencies (accredited/not accredited by SEC, ESMA, FCA, FINMA and other regulators) in the world.

Please contact us if you know any further credit/crypto rating agency/organisation/project which are missing in these lists.

Data Analytics

This area is intended to be the container for all used data/documents (checked and approved under the aspect of reliability) on Wikirating. It concerns textual reports, direct (raw) data, as well as derived (computed) data files in a common and convenient format for computing.

Every improvement, suggestion or correction is appreciated. Feel free to contact us if you are interested to extend and develop one of the aforementioned methods – check also our Wikirating Community.