Peer performance
Credit scores, probability of default and class contributions across the selected companies.
No observations for this selection.
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| Company | Sector | Reporting year | Credit score | ESG | MF_SA_PD (%) | LT Rating | Adj. LT Rating | ST Rating | Static PD rating | Outlook |
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How these columns are calculated
Credit score: sum of each available metric’s mapped parameter score × its configured weight. Missing metric scores are skipped.
MF_SA_PD (%): 100 / (1 + exp(credit score)). For example, a score of 2.753 gives approximately 5.99%.
LT Rating: the current Django model selects the configured parameter rating whose score is closest to the company credit score.
Static PD rating: a separate lookup of the company PD against the Static PD Table’s minimum and maximum boundaries.
Outlook: positive above the selected rating’s score plus one quarter of the gap to the next better score; negative below its score minus one quarter of the gap to the next worse score; stable otherwise.
ESG: the imported ESG Score for the matching company and reporting year in the supplied sector workbook. Missing scores default to 5.00, the neutral ESG score, matching the reference engine.
Adjusted LT Rating: apply the workbook’s ESG notch rules to the LT rating: ESG ≤ 2 worsens it by two grades; ≤ 4 worsens it by one; ≤ 6 leaves it unchanged; ≤ 8 improves it by one; ≤ 10 improves it by two. The result is capped between AAA and D.
ST Rating: look up the base LT rating in the sector workbook’s PD_Table Short Term column. It does not use the ESG-adjusted rating.
ESG inputs and mapping rules are imported from the original Property, SMME and PFinance sector workbooks. Company matching uses the name, abbreviation or ticker within the sector; missing or ambiguous ESG matches use the neutral default of 5.00.
The reference workbook engine uses a different base LT rating method: it converts PD boundaries to score boundaries using ln(1 / (PD × LGD) − 1), with PD and LGD expressed as fractions. This dashboard retains the current Django base rating method described above, so it may differ from the reference engine.
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Class-level peer comparisons
Select a metric within each class. Choose a reporting year to compare companies as bars.
Chart type
Company Credit Score - Property
Select peers on the left to compare.
Pick one or more peers to plot.
Line shows the available reporting history. Bar compares the selected year. Sector averages exclude missing values.