Credit risk analysis from all angles

StarMine Credit and Sovereign Risk Models

Get StarMine credit risk analysis with a multi-pronged approach, designed to quantitatively assess and predict credit risk.

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Commuters cast their shadows as they arrive to the Central Business District at the morning rush hour in Sydney July 1, 2013.
REUTERS/Daniel Munoz

Overview

StarMine Credit and Sovereign Risk comprises several models, each model built using complementary sources of data and analytical methods.

All the components can add value to equity and fixed income asset managers, risk managers, and corporate treasury departments, and produce estimates of the probability of default. The default probabilities are also mapped to traditional letter grades and ranked to produce 1-100 percentile scores.

Content and features

Combined credit risk

StarMine’s best estimate of credit risk at the company level, incorporating information from the StarMine Structural, SmartRatios, and Text Mining Credit Risk Models into one.

Structural credit risk

A structural default prediction framework that evaluates the equity market’s view of the probability that a company will go bankrupt or default on its debt obligations over the next one-year period.

SmartRatios credit risk

An intuitive and robust default prediction model that provides a view of a firm’s credit condition and financial health by analyzing a wide array of accounting ratios that are predictive of credit risk.

Text mining credit risk

Applies sophisticated algorithms to StreetEvents earnings conference transcripts, financial statements and other regulatory filings, Reuters News, and broker research reports to predict credit risk.

StarMine sovereign risk

Evaluates a wide array of macroeconomic, market-based, and political data to estimate the probability that a sovereign government will default on its debt, for over 100 countries at six time horizons.

Markets and industries

Asset management

Helping you find your asset management solutions with risk assessment and prediction across the globe.

Hedge funds

Get a multi-pronged approach to credit risk analysis for your hedge fund intelligence with StarMine Credit and Sovereign Risk Models.

StarMine Credit and Sovereign Risk Models

Credit risk analysis and assessment

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