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The DRSK public model estimates forward-looking real-world default probabilities for publicly traded firms. The model also assigns credit grades based on the estimated default probabilities. The product covers firms in all regions and sectors of operation for which the necessary data is...
Persistent link: https://www.econbiz.de/10013214661
The DRSK private firm model produces estimates of real-world default probabilities (DPs) for private companies. The product covers all firms for which the requisite data is available, providing point in time DP term structures for about 500,000 private firms globally.This year, we are...
Persistent link: https://www.econbiz.de/10013214724