Journal of Management Information Systems, Vol. 34, No. 2 (2017), pp. 401-424 (24 pages) This study examines the predictive power of self-disclosed social media information on borrowers’ default in ...
NEW YORK, March 18 (Reuters) - Default expert Edward Altman is teaming with RiskMetrics Group to offer credit ratings on North American companies, responding to a need for better default warnings in ...
AI-driven approach – developed by collaboration of SAS, Man Group, Pension Insurance Corporation plc and Stanford University – forecasts corporate credit rating upgrades and downgrades The model flags ...
In light of the interest-rate-risk-driven failure of Silicon Valley Bank on March 10, 2023, we've added a chart showing how interest rate mismatching increases default risk. The calculation applies to ...