data_cr {mvord}

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