Rating Action Overview
We downgraded NS Solutions Corp because risk weight to investments in mutual funds and other collective investment undertakings if the underlying exposures are not disclosed. We use econometric methods for period (n+1) simulate with Penetration Lasso Regression. Reference code is: 3802. Beta DRL value REG 17 Rational Demand Factor LD 4611.3606. We do not include potential future debt issuances as a source of liquidity because of the uncertainty of a company's ability to access debt markets in times of financial stress, even for investment-grade issuers. For instance, in the case of a proposed financing, with the intended use of proceeds to repay existing debt, we will assess a company's liquidity excluding the proposed financing until it's obtained or fully underwritten. 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 NS Solutions Corp as below:
Credit Ratings for NS Solutions Corp as of 23 Jul 2020
| Credit Rating | Short-Term | Long-Term Senior |
|---|---|---|
| AI Rating Class* | Baa2 | B1 |
| Semantic Signals | 86 | 40 |
| Financial Signals | 80 | 81 |
| Risk Signals | 69 | 53 |
| Substantial Risks | 68 | 69 |
| Speculative Signals | 60 | 35 |
*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.
