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- 1. [-30,-1]
- 2. [1,30]
- 3. [31,60]
- 4. [61,90]
- 5. [1,90]
- 6. [-1,1]
- 7. [1,10]
- head(interval_1_1_R)
- Dates Bank `Rating agency` `New rating` CDS Bond
- <dttm> <chr> <chr> <chr> <dbl> <dbl>
- 1 2011-11-29 ABN AMRO Bank NV Moody's A1 *- -12.12 -6.386804
- 2 2012-02-15 ABN AMRO Bank NV Moody's Aa3 *- -14.23 5.783498
- 3 2012-03-08 ABN AMRO Bank NV Fitch BBB -10.21 -3.396999
- 4 2012-06-15 ABN AMRO Bank NV Moody's Baa3 -15.13 -8.740938
- 5 2012-11-16 ABN AMRO Bank NV S&P A -9.07 2.026102
- 6 2014-05-08 ABN AMRO Bank NV DBRS A *- -8.87 -5.459886
- # ... with 1 more variables: `CDS-bond basis` <dbl>
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