data_cr_panel {mvord}

Simulated panel of credit ratings

Description

A data set containing simulated credit ratings assigned by one rater and simulated perfomance measures for firms in different years.

• rating credit ratings

• firm_id firm index

• year year index

• 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 earnings to assets

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

• BETA a measure of systematic risk

• BSEC business sector of a firm (factor with 8 levels)

Usage

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

Format

A data frame with 11320 rows and 9 variables