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Analysing and combining multiple credit assessments of financial institutions

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Figure

Table A - Outliers: banks names and residual difference between the actual and the predicted logit Name of the bank and relative position in the list of Annex 1 AVERAGE Fitch S&P MOODY’S
Table 1 above lists the historical default frequencies for S & P and Moody’s rated issuers (as percentages) for one- and five-year horizons.
Table 2 – Correlation table

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