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 ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

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 ...

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 ...

The credit quality of an entity is essential information that reflects that entity’s financial health and its ability to meet debt obligations. Credit quality can be expressed as a credit score, but ...

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 ...

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 ...

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 ...

The probability model, which incorporates a variety of factors ranging from housing permits and consumer survey data to the gap between 10-year and 3-month Treasury yields, is now flashing a 38% ...