Seeking Alpha

U.S. Public Energy Companies Record Highest Median Default Risk At 2024-End

The energy sector recorded the highest median odds of default at the end of 2024 as risk scores were mixed across other sectors, according to S&P Global Market Intelligence's RiskGauge model. Oil and ...
International Monetary Fund

Monitoring Privately-held Firms' Default Risk in Real Time: A Signal-Knowledge Transfer Learning Model

We develop a mixed-frequency, tree-based, gradient-boosting model designed to assess the default risk of privately held firms in real time. The model uses data from publicly-traded companies to ...
San Francisco Fed

Asset Purchases in a Monetary Union with Default and Liquidity Risks

Using a two-country monetary union framework with financial frictions, we quantify the efficacy of targeted asset purchases, as well as expectations of such programs, in the presence of sovereign ...
Newsweek

Chances of US Recession Surge, Probability Model Forecasts

Analysts have raised their expectations of a recession in America's near future. A prediction model from the global financial services firm JPMorgan Chase, analyzed by Bloomberg, suggests that the ...
CNN

‘It’s not zero.’ Wall Street is pricing in a small but growing risk of a disastrous US default

A US default would have such devastating economic and financial consequences that many observers dismiss the possibility out of hand. But investors are not ruling out such a nightmare scenario. As ...