In the past few years, there have been several developments in the field of modeling the credit risk in banks’ commercial loan portfolios. Credit risk is essentially the possibility that a bank’s loan ...

Collateral Analytics has launched the CA Credit Risk Model. This new patent pending product is designed to offer quantitative measures of the risk and cost of potential borrower default embedded in a ...

This paper introduces a continuous-time extension to the influential CreditRisk+ model for portfolio credit risk modeling. For capital calculations it introduces a risk measure based on the maximum of ...

Equifax® today announced the launch of Credit Abuse Risk, a new predictive model that uses FCRA-regulated data and is designed to help protect lenders against first-party fraud and drive more ...

Expanding MSCI’s multi-asset risk modeling suite, the new tool analyzes private credit risk within a total portfolio context MSCI Inc. (NYSE: MSCI) launched a Private Credit Factor Model to help ...

There's also a customer cost. More data often means more friction: extra verification steps, repeated identity checks, longer ...

Thomson Reuters has introduced a new model that includes forward-looking analyst estimates to assess the credit risk of publicly traded companies. Automated traders can incorporate it via a daily data ...

Structural models of default are widely used to analyze corporate bond spreads, but have generally been unable to explain why risk premiums are as high as they are. This credit spread puzzle can be ...

Qiro Finance, an independent enterprise-grade credit underwriting platform for tokenized private credit, today announced a ...