MFIs rely on standardized interest rate systems that treat borrowers uniformly, regardless of the individual likelihood of ...

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 ...

Default risk for most US public companies decreased in Q3 2024, with median default scores dropping in 7 of 11 market sectors. Healthcare, utilities, real estate, and financials sectors showed stable ...

Kamakura’s approach to credit risk centres around innovative data analysis. This, and the wealth of data at its disposal, offers more accurate default probability reports and fiscal predictions ...

Bank of America Corp. has begun using artificial intelligence to predict the likelihood of companies defaulting on loans. “Today we present our inaugural work on applying the latest machine learning ...

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 ...

The median risk of default for publicly traded US companies rose across most sectors from the end of March through the end of May. Wild swings in US stocks followed President Donald Trump's April 2 ...

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 ...

https://doi.org/10.15609/annaeconstat2009.140.0045 • https://www.jstor.org/stable/10.15609/annaeconstat2009.140.0045 Copy URL We define several concepts of ...