A security which is given different ratings by two or more major rating agencies.
Related information about split rating:
- Split Rating - Financial Dictionary - The Free Dictionary
Two different ratings given to the same security by two important rating agencies. Split Rating. A situation in which two ratings agencies give a bond two different ...
- What is split rating? definition and meaning
Definition of split rating: A security which is given different ratings by two or more major rating agencies.
- split rating - Invest Definition
split rating definition: A condition that occurs when the same bond is rated differently ... A split rating may occur because one rating agency places a different emph.
- Split Rating definition and meaning - Define Split Rating
Split Rating definition - What does Split Rating mean? Split Rating refers to a situation in which two rating agencies, such as Standard & Poor's and Moody's give ...
- Why Split Ratings Occur - JStor
then split ratings may provide market participants with more exact information on creditworthiness than non- split ratings. In the split-rating case, it will be known ...
- split ratings and the pricing of credit risk - Federal Reserve Bank of ...
appropriate way to control for credit quality in bond yield models.2 Some papers imply that taking the lowest rating in the case of a split rating gives an unbiased ...
- Split Rating: Definition from Answers.com
situation in which two major rating agencies, such as Standard & Poors and Moodys Investors Service, assign a different rating to the same security.
- Split Credit Rating Attribution – Beyond Rating Scales and Credit ...
Oct 3, 2012 ... Split and crossover credit ratings: When split rating situations exist and pricing models rely on either the higher, lower or average rating bias is ...