Putnam Master Intermediate Income Trust Credit Rating

BOSTON (AI Credit Rating Terminal) Sun Aug 02 2020 07:19:02 GMT+0000 (Coordinated Universal Time) AI Credit Ratings today took the rating actions below:

Rating Action Overview


We downgraded Putnam Master Intermediate Income Trust because the steps to carry out a bail-in of that type of liability would involve such high operational complexities that would make its bail-in unlikely in a reasonable time. We use econometric methods for period (n+7) simulate with Rating Simple Regression. Reference code is: 3607. Beta DRL value REG 44 Rational Demand Factor LD 4359.9024. In addition, a speculative-grade company's access to the credit markets during times of stress, such as the financial crisis, is often a function of the capital market's appetite for risk. Accordingly, it would be rare that we would characterize a speculative-grade company as having a generally high standing in the credit markets, and even low-investment-grade companies may not have access to a diversity of funding sources required for this assessment. 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 Putnam Master Intermediate Income Trust as below:

Credit Ratings for Putnam Master Intermediate Income Trust as of 02 Aug 2020


Credit Rating Short-Term Long-Term Senior
AI Rating Class*B2B1
Semantic Signals8843
Financial Signals3978
Risk Signals4630
Substantial Risks3954
Speculative Signals7372

*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.
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