A data set containing simulated credit ratings and simulated perfomance measures from four raters.
data(data_cr)A data frame with 690 rows and 11 columns
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