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Rating agency

A firm that publishes credit ratings, paid in most cases by the issuer whose debt it rates; the three largest are Moody's, S&P Global Ratings and Fitch.

The issuer-pays model creates an obvious conflict, which is why the agencies' role in structured credit before 2008 attracted so much criticism and why regulators have since tried to reduce hard-wired reliance on ratings.

For a trader the useful signals are the outlook and watch status, not the letter itself. A move to negative outlook typically precedes a downgrade by six to twenty-four months and gives you time to reposition before forced sellers arrive.

Example: an issuer is affirmed at BBB but placed on negative watch. Its 10-year bond widens 18 basis points that day because the market now prices a meaningful chance of the fallen-angel scenario.

Related: credit-rating, investment-grade, fallen-angel, default, clo

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