New risk model sets benchmark for accuracy in predicting credit rating changes

A new study has unveiled one of the most accurate corporate credit risk forecasting models to date. This study is a result of ...
Finextra

CreditVantage launches US probability of default model

CreditVantage is pleased to announce the launch of the CRS Corporate PD Model, its new probability of default (PD) tool. Initially the model will be applicable for North America with coverage of ...
Seeking Alpha

A 10 Year Default Probability Ranking Of Selected Auto Makers And Retailers

The Kamakura Risk Information Services version 5.0 Jarrow-Chava reduced form default probability model (abbreviated KDP-jc5) makes default predictions using a sophisticated combination of financial ...
AOL

Moody's Analytics Enhances RiskCalc™ Plus, Bolsters Integrated Stress Testing Solution for US Banks

NEW YORK--(BUSINESS WIRE)-- Moody's Analytics, a leader in risk measurement and management, today announced the release of an enhanced version of RiskCalc™ Plus, its private-firm probability of ...
Business Wire

Moody’s Analytics Launches Through-the-Cycle Probability of Default Measure

NEW YORK--(BUSINESS WIRE)--Moody’s Analytics, a leader in credit risk measurement and management, today announced Through-the-Cycle EDF™ (Expected Default Frequency) measure, a quantitatively derived ...
World Finance

Default risk

The assessment of default risk is also critical in the valuation of corporate bonds and credit derivatives such as basket-default swaps. There is an important distinction between default risk under ...