BOSTON (AC Invest Credit Rating Terminal) Mon Jan 17 2022 23:42:02 GMT+0000 (Coordinated Universal Time) AI Credit Ratings today took the rating actions below:
Rating Model for BANK OF CLARKSON: We estimate the credit risk parameters by Psychological Line (PSY) and Linear Regression
*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.
Credit Rating Rationales & Model
When calculating sources of liquidity, we only include the undrawn, available portion of committed bank lines maturing beyond the specified time horizon for each liquidity descriptor. For example, when assessing liquidity as adequate, we only include a committed revolving credit facility as a source if it matured beyond the next 12 months. Similarly, given that our liquidity assessment looks out over two years when assessing liquidity as strong or exceptional, we only include a facility maturing beyond 24 months as a source of liquidity.Rating Model for BANK OF CLARKSON: We estimate the credit risk parameters by Psychological Line (PSY) and Linear Regression
Credit Ratings for BANK OF CLARKSON as of 17 Jan 2022
| Credit Rating | Short-Term | Long-Term Senior |
|---|---|---|
| AI Rating Class* | Baa2 | B1 |
| Semantic Signals | 79 | 76 |
| Financial Signals | 37 | 76 |
| Risk Signals | 86 | 44 |
| Substantial Risks | 73 | 60 |
| Speculative Signals | 89 | 48 |
*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.