| |
The following table show the credit rating equivalencies between Barra's model ratings and those from two other rating sources: Moody's and Standard & Poors.
| Model Rating |
Moody's Rating |
S&P Rating |
| AAA |
Aaa | AAA |
| AA+, AA, AA- |
Aa1, Aa2, Aa3 |
AA+, AA, AA- |
| A+, A, A- |
A1, A2, A3 |
A+, A, A- |
| BBB+, BBB, BBB- |
Baa1, Baa2, Baa3 |
BBB+, BBB, BBB- |
| BB+, BB, BB- |
Ba1, Ba2, Ba3 |
BB+, BB, BB- |
| B+, B, B- |
B1, B2, B3 |
B+, B, B- |
| CCC+, CCC, CCC- |
Caa1, Caa2, Caa3 |
CCC+, CCC, CCC- |
| CC |
Ca |
CC |
| C |
C |
C |
| D |
D |
D |
|
