winsorisation of a numerical scale from 1 to 23 assigned to the credit rating

#1
Dear Members,

Iam preparing a regression model and my supervisor told me to winsorise all the variables. However, among the variables I have a numerical scale from 1 to 23 assigned to the rating of the 3 major rating agencies. Do you think make sense to winsorise it? can the values of 1 and 23 since quite rare be considered outliers? Many thanks