Where can I find S&P bond ratings criteria before 2017?
In Compustat via WRDS, go to WRDS and choose ‘Compustat-Capital IQ’. Select ‘North America – Daily’ then select ‘Ratings’. You can add a query variable for ‘S&P Domestic Long Term Issuer Credit Rating’ or ‘S&P Domestic Short Term Issuer Credit Rating’. Note, this resource was discontinued at the end of February 2017.
For documentation, go to S&P Global: Understanding Credit Ratings and Ratings Definitions.
