AegisNow demos/Counterparty & Regulatory Capital
The pointAn undated or stale rating is treated as unrated by default, because a capital number must not rest on a fact nobody can date.

Step 1 of 3 — Counterparty & Regulatory Capital

A rating you cannot date is not a rating

Age the ratings, refuse the undated ones, and watch counterparties fall to unrated.

Five counterparties, as at 31 March 2026

resolveRating — mapped to credit quality steps, then aged

An undated rating

CounterpartyAM BestS&PRated as ofStep usedFrom
Meridian ReA+AA-2025-11-14step 1sp
Northpoint ReAA+2024-02-02unrated
Castellan 2488AAundatedunrated
Kestrel ReB++BBB+2026-01-20step 3sp
Aurora ReA-ZZ92026-02-11step 2am_best

Usable ratings

3

Treated as unrated

2

Unrecognised strings

1

Why the answer comes with its reasoning

  • Ratings dated 2025-11-14, 137 days old at 2026-03-31 — within the limit.
  • 2 usable ratings (AM Best A+=1, S&P AA-=1). The less favourable of the two most favourable governs: S&P AA- → step 1.

Refused

An undated rating cannot be shown to be current, so by default it does not count. A rating that may be four years old is not evidence of present credit quality, and a capital calculation that leaned on it would be citing a fact nobody can date. A carrier whose feed genuinely lacks dates can switch that off — and the switch is on the page rather than in a config file, because it is a decision with a consequence.

Stated limit

Aurora carries ZZ9 on the S&P scale, which is not a rating. It is reported as unrecognised rather than silently dropped or mapped to something plausible — a bad string in a rating feed is a data problem, and the one thing it must not do is quietly become a credit quality step.

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