Talk:Open Source Credit Rating Agency

Since I am the creator of PSCF, and thus have a vested interest in it, I did not want to change the page directly without community input.

I would like to add that the PSCF has also been discussed in the Financial Times Alphaville blog at http://ftalphaville.ft.com/blog/2012/05/02/983041/monte-carlo-simulated-sovereign-credit/.

The download page for the software and sample models is http://www.publicsectorcredit.org/pscf.html and the repository is at http://www.github.com/joffemd/pscf.html.

The rationale for developing this model is presented in four posts on PF2's ExpectedLoss blog. These are:

Are Sovereign Ratings Too Subjective? A Belated Response to Nate Silver http://expectedloss.blogspot.com/2012/04/substandard-and-porous-belated-response.html

Pro Bono Finance http://expectedloss.blogspot.com/2012/04/pro-bono-finance.html

Credit Rating Agency Models and Open Source http://expectedloss.blogspot.com/2012/04/credit-rating-agency-models-and-open.html

Multiple Rating Scales: When A Isn't At A http://expectedloss.blogspot.com/2012/04/multiple-rating-scales-when-isnt.html