From: To supervise or to self-supervise: a machine learning based comparison on credit supervision
Ratings | Provison (% of the amount due) | Delinquency (days) |
---|---|---|
AA | < 0.5% | – |
A | ≥ 0.5%; < 1% | – |
B | ≥ 1%; < 3% | ≥ 15; < 30 |
C | ≥ 3%; < 10% | ≥ 30; < 60 |
D | ≥ 10%; < 30% | ≥ 60; < 90 |
E | ≥ 30%; < 50% | ≥ 90; < 120 |
F | ≥ 50%; < 70% | ≥ 120; < 150 |
G | ≥ 70%; < 100% | ≥ 150; < 180 |
H | 100% | ≥ 180 |