layout | title | schemas |
---|---|---|
property | rating | risk_rating |
rating
The internal obligor rating that addresses the probability of default of the loan. Suppose the credit is entirely rated AAA. The bank would supply this value: AAA:1 Suppose a different case where half the credit’s dollar value has a rating A and the other has C. The bank would supply: A:0.5;C:0.5 All the decimal amounts must sum to 1.
For additional details refer to: https://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q