Scope’s idealised expected loss tables explained

THURSDAY, 07/03/2019 - Scope Ratings GmbH

Scope’s idealised expected loss tables explained

A new report outlines how the agency ensures consistent analysis for structured and project finance transactions.

Scope has published today a short report highlighting how the European rating agency relies on its proprietary expected loss and default probability tables in its credit analysis of typical structured finance and project finance instruments. The report briefly highlights the key properties of such tables, the basis for their construction, and how to read them.

Download the report here.

Related news

Scope has completed the periodic review of Marzio Finance S.r.l. - Italian CQS ABS

26/5/2025 Monitoring note

Scope has completed the periodic review of Marzio Finance ...

Scope has completed the periodic review of Vantage Data Centers Jersey Borrower SPV Limited

26/5/2025 Monitoring note

Scope has completed the periodic review of Vantage Data ...

Scope affirms the ratings on EFL Lease ABS 2021-1 DAC

21/5/2025 Rating announcement

Scope affirms the ratings on EFL Lease ABS 2021-1 DAC

No rating impact on the Class A-2 notes of Vantage Data Centers Jersey Borrower SPV Limited

16/5/2025 Monitoring note

No rating impact on the Class A-2 notes of Vantage Data ...

Italian NPL collections: March bounces back from poor February but 43% below three-year average

14/5/2025 Research

Italian NPL collections: March bounces back from poor ...

Scope upgrades class B and class C notes issued by BBVA Consumo 10, FT - Spanish Consumer ABS

9/5/2025 Rating announcement

Scope upgrades class B and class C notes issued by BBVA ...