Data of Credit Migration Matrices

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Nelson Mok
Nelson Mok 2016-6-15
回答： Michael 2024-11-26
Please advise that how to get the data of credit migration matrices
There is a paper of credit migration matrices, I would import the data to Matlab for credit analysis.
https://www.researchgate.net/publication/227992149_Credit_Migration_Matrices
Thank you.
Regards, Nelson.

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回答（1 个）

Michael
Michael 2024-11-26
Hi Nelson,
It looks like you'd have to ask the author of the paper for the data. If you have the raw data, we could help you import it into MATLAB in the right form.
In the meantime, Financial Toolbox contains a simulated data set for working with transition matrices. See the transprob function and the related examples.

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