Transition matrix in excel

1. Transition matrix in excel

I wanted to calculate transition matrix in excel.

Initial Rating at year-end
Rating
AAA AA A BBB BB B CCC Default
AAA 90.81% 8.33% 0.68% 0.06% 0.12% 0.00% 0.00% 0.00%
AA 0.70% 90.65% 7.79% 0.64% 0.06% 0.14% 0.02% 0.00%
A 0.09% 2.27% 91.05% 5.52% 0.74% 0.26% 0.01% 0.06%
BBB 0.02% 0.33% 5.95% 86.93% 5.30% 1.17% 0.12% 0.18%
BB 0.03% 0.14% 0.67% 7.73% 80.53% 8.84% 1.00% 1.06%
B 0.00% 0.11% 0.24% 0.43% 6.48% 83.46% 4.07% 5.20%
CCC 0.22% 0.00% 0.22% 1.30% 2.38% 11.24% 64.86% 19.79%

Above is desired output. Inputs would be outstanding ratings at different years

like.

Entity 2012 2013 2014 2015
1 AAA AA AAA AA
2 BBB B D A
---------------------

I have done it through pivot. But wanted to know wheather same is possible through other means.

Thanks

2. Re: Transition matrix in excel

Hi, welcome to the forum

To best describe or illustrate your problem you would be better off attaching a dummy workbook. The workbook should contain the same structure and some dummy data of the same type as the type you have in your real workbook - so, if a cell contains numbers & letters in this format abc-123 then that should be reflected in the dummy workbook.

To attach a file to your post,
click advanced (next to quick post),
scroll down until you see "manage file",
click that and select "add files" (top right corner).
click "select files" find your file, click "open" click "upload" click 'done" bottom right. click "submit reply"

Once the upload is completed the file name will appear below the input boxes in this window.
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