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Table 1 Ratings, provision and delinquency in Brazilian financial regulation

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