Data of Credit Migration Matrices

Please advise that how to get the data of credit migration matrices

There is a paper of credit migration matrices, I would import the data to Matlab for credit analysis.

https://www.researchgate.net/publication/227992149_Credit_Migration_Matrices

Thank you.

Regards, Nelson.

Answer 1

[Michael]

Hi Nelson,

It looks like you'd have to ask the author of the paper for the data. If you have the raw data, we could help you import it into MATLAB in the right form.

In the meantime, Financial Toolbox contains a simulated data set for working with transition matrices. See the transprob function and the related examples.