Traders in bonds and credit default swaps are bombarded with information on the default probabilities implied by credit spreads using a simple ratio. This ratio predicts that the credit spread will be ...
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 ...
WASHINGTON — In response to a spate of municipal bankruptcies and ongoing fiscal challenges at the local level, the California treasurer’s office has embarked on a project aimed at predicting cities’ ...
Corporate bankruptcy prediction plays a central role in academic finance research, business practice, and government regulation. Consequently, accurate default probability prediction is extremely ...
The BIS indicated in July 2020 an unprecedented rise in default risk correlation as a result of pandemics-induced credit risks’ accumulation. A third of the world banking assets credit risk ...
Credit unions have long been in the business of managing credit risk, so it comes as no surprise that innovative institutions are finding better ways to use data to perform risk assessments. A ...
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 ...
KBRA releases research noting that, without a solution to some of the industrywide setbacks, health care practice roll-ups—with their $45 billion in total debt—could be an outsized contributor to the ...
Daniel Liberto is a journalist with over 10 years of experience working with publications such as the Financial Times, The Independent, and Investors Chronicle. Chip Stapleton is a Series 7 and Series ...
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