Metropolitan Commercial Bank Credit Rating

BOSTON (AI Credit Rating Terminal) Sun Feb 28 2021 08:49:03 GMT+0000 (Coordinated Universal Time) AI Credit Ratings today took the rating actions below:

Rating Action Overview


We rerated Metropolitan Commercial Bank because of reduce equity by the amount of unrecognized losses, after tax. This adjustment adds the surplus to reported capital when calculating ACE and TAC. We deduct from capital that amount of the surplus that we view as unrealizable. (We use econometric methods for period (n+7) simulate with Triple Exponential Moving Average (TRIX) Chi-Square). Shared facilities with captive finance entities. When an issuer has a shared revolving credit facility with a captive finance entity, for purposes of calculating the issuer's liquidity sources, we net outstanding commercial paper at the captive from the revolver's borrowing availability. In these cases, we generally use an estimate of peak CP borrowings at the captive to avoid potentially overstating sources available to the issuer over a 12- to 24-month period. Credit Rating AI Process rely on primary sources of information: Sec Filings, Financial Statements, Credit Ratings, Semantic Signals. Take a look at Machine Learning section for Financial Deep Reinforcement Learning.Oscillators are used for generating credit risk signals by using the semantic and financial signals. The value of the oscillators indicate the strength of trend. Using the correlation matrices, the credit rating risk map for Metropolitan Commercial Bank as below:

Credit Ratings for Metropolitan Commercial Bank as of 28 Feb 2021


Credit Rating Short-Term Long-Term Senior
AI Rating Class*B1B2
Semantic Signals8636
Financial Signals3888
Risk Signals6058
Substantial Risks3343
Speculative Signals8344

*Machine Learning utilizes multiple learning algorithms to obtain better predictive powers. In our research, we utilize machine learning to combine the results from the Neural Network and Support Vector Machines.
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