Yahoo Finance

Belk, Inc. -- Moody's appends Belk's Probability of Default rating of Ca-PD with LD designation

Announcement: Moody's appends Belk's Probability of Default rating of Ca-PD with LD designationGlobal Credit Research - 04 Feb 2021New York, February 04, 2021 -- Moody's Investors Service, ("Moody's") ...
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 ...
International Monetary Fund

Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk

This paper introduces the quantile regression- based Distance-to-Default to Probability of Default (DD-PD) mapping, which links individual firms’ DD to their real world PD. Since changes in the DD ...
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 ...
Tire Business

Moody's increases ATD default probability after agreement with bond-holders

NEW YORK — American Tire Distributors Inc. (ATD) has a greater risk of default, according to the latest report by Moody's Investors Service Inc. Moody's said Wednesday evening that it changed ATD's ...
Finextra

Credit scoring - Art or science?

Financial services companies offering credits need to assess the risk they are taking when accepting a credit. This mainly consists of determining the probability that the borrower will not repay the ...