Question

Anyone know where to find historical synthetic rating estimations for the UK? We need the info as of 2000. Any help is appreciated...thanks!

Answer 1

You will not find it. The way I developed it for the US was by taking all rated companies and evaluating the data. For this to work, you need hundreds of rated companies with traded bonds... Not too many countries still, outside of the US, where you can get this. That is why I use the US ratings table everywhere in the world.

Answer 2

Great, thanks for your response!