Closed ijyliu closed 6 months ago
Started in https://github.com/current12/Stat-222-Project/blob/main/Code/Exploratory%20Data%20Analysis/Credit%20Ratings%20EDA.ipynb but need earning calls data
Items from #15 that don't require earnings call data yet
We have long term ratings
Note + and - have been removed for compatibility across agencies (though could switch back to using them)
Information about the dataset: https://www.kaggle.com/datasets/agewerc/corporate-credit-rating. Source: opendatasoft.
Supplementary dataset: https://www.kaggle.com/datasets/kirtandelwadia/corporate-credit-rating-with-financial-ratios and info on the creation of this dataset can be found in section 2 of https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4163283. Source: Center for Municipal Finance, https://data.world/muni-finance/credit-ratings-history-data with more info here: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3103974.
These are the two datasets I could find on Kaggle. It will be hard to find more data, as credit ratings are usually proprietary/required paid data access.