data_cr: Simulated credit ratings

data_crR Documentation

Simulated credit ratings

Description

A data set containing simulated credit ratings and simulated perfomance measures from four raters.

Usage

data("data_cr", package = "mvord")

Format

A data frame with 690 rows and 11 columns

Details

  • rater1 credit ratings assigned by rater 1

  • rater2 credit ratings assigned by rater 2

  • rater3 credit ratings assigned by rater 3

  • rater4 credit ratings assigned by rater 4

  • firm_id firm index

  • rater_id rater index covered from the free operating cash-flow of a company

  • LR liquidity ratio, relating the cash held by a company to the current liabilities

  • LEV leverage ratio relating debt to earnings before interest and taxes

  • PR profitability ratio of retained earnoings to assets

  • RSIZE log of relative size of the company in the market

  • BETA a measure of systematic risk


mvord documentation built on Sept. 11, 2024, 7:21 p.m.