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Ratings Calculation
The following factors are quantified in evaluating the digital option which is used to calculate default probability which is then mapped to provide corporate credit ratings:

1. Borrower total liabilities plus accruing interest
2. Annual dividends paid by the borrower
3. Interest rates applicable for the rating horizon
4. Stock market capitalisation of borrower's equity
5. Volatility of borrower's assets
6. Liquidation write-down of the borrower's assets in the event of default
7. Rating time horizon 1 year and 4 years for short and medium-term ratings

Ratings are produced over a short-term time horizon of one year and a medium term horizon of four years.