The Credit Ratings Ontology (CRO), described using W3C RDF Schema and the Web Ontology Language OWL.
CRO aims to capture the core concepts involved in the production of credit ratings thereby aiding the more systematic processing of credit data.
Release Notes:
- Version 0.1 Initial Release. Defines the main classes, object and data properties of the ontology
Open Risk
The Credit Ratings Ontology (CRO), described using W3C RDF Schema and the Web Ontology Language OWL.
CRO aims to capture the core concepts involved in the production of credit ratings thereby aiding the more systematic processing of credit data.
Release Notes:
- Version 0.1 Initial Release. Defines the main classes, object and data properties of the ontology
application/rdf+xml
Copyright © 2021 Open Risk
CRO, A credit ratings ontology
We welcome contributors to the Credit Ratings Ontology!
Creative Commons Attribution 3.0 (CC BY 3.0)
The elements of the CRO ontology are annotated in more detail in the Open Risk Manual under the Credit Ratings Ontology category.
https://www.openriskmanual.org/wiki/Credit_Ratings_Ontology
0.1.0
The credit rating system to which a credit rating scale belongs
The business model of a rating agency
The market segment of a rating agency
The mapping of a rating scale to the CQS system
The ESMA ID of an agency (EU only)
The default definition as disclosed
Public and Private
Public only
Whether the agency uses private information in the formation of ratings
Instrument Rating
Issuer Rating
Whether the rating concerns an issuer (legal entity) or an instrument (debt security)
An online description of credit rating methodology
Agency full name
External
Internal
Whether a rating has been produced internally be an institution or sourced externally by an agency
Investor pays
Issuer pays
The payment business model of rating agency (who pays)
For-profit
Non-profit
Whether a rating agency is for-profit or non-profit
Absolute
Relative
The absolute or relative (to peers) nature of a credit rating
Long Term
Short Term
The temporal risk horizon that is targeted by the credit rating
Solicited and Unsolicited
Solicited only
Whether the agency business model includes unsolicited (by the borrower) ratings
Current
Initial
The temporal currency of a rating (current versus historical)
An online webpage describing the credit rating agency
The core (rating specific) business model choices adopted by a rating agency
BusinessModel
The core credit rating class encapsulating in particular all data elements required to parse credit data
CreditRating
The core Credit Rating Agency Class representing an entity issuing credit ratings
CreditRatingAgency
The credit rating methodology adopted by a rating agency (can be multiple)
CreditRatingMethodology
A concrete credit rating model (defined analytical process, including possible qualitative aspects)
In future revisions credit risk models will be linked with the risk model ontology
CreditRatingModel
The set of labels, grades over which a credit rating may range
CreditRatingScale
All concrete components (models, scales) that are used by a credit rating agency to produce a credit rating
CreditRatingSystem
The credit market segment in which a credit rating agency is active (can be multiple)
MarketSegment