Table 6.

Model performance using data from 2020 and 2021 to predict 2022 credit ratings.

RGB metric	RF	GBT	SEM	VEM
RGA	0.50997	0.50814	0.51132	0.50950
RGR	0.52579	0.48267	0.50415	0.51030
RGE (ESG)	0.48961	0.49179	0.48884	0.49025
RGE (E)	0.49024	0.49449	0.49036	0.49188
RGE (S)	0.49060	0.49179	0.48903	0.49074
RGE (G)	0.49043	0.49200	0.48915	0.49078
RGF (Sectors)	0.49995	0.50000	0.49972	0.49998
RGF (Region_N)	0.49996	0.50000	0.49987	0.49999
RGF (Region_S)	0.49997	0.50000	0.49984	0.50000