We create stepwise logistic regression models to predict the probability of default for private nonfinancial firms under distressed financial and economic conditions in a developing economy. Our main ...

Although the literature about measuring probability of default (PD) in retail credit portfolios is vast, the same thing cannot be said about measuring exposure at default (EAD). This paper aims to ...

An icon in the shape of a lightning bolt. Impact Link What is the mathematical likelihood that a sovereign will default? Citi's Investment and Research team thinks they have a pretty good answer. A ...

NEW YORK, May 31 (Reuters) - The probability of a U.S. default has declined to its lowest since January, according to MSCI estimates, as a debt ceiling deal gets closer to the finish line. The ...

The median risk of default for publicly traded US companies rose across most sectors from the end of March through the end of May. Wild swings in US stocks followed President Donald Trump's April 2 ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper uses a Merton-type estimate of the probability of default (PoD) for the main banks in a sample of Organization ...

The investment community does not seem to think that the U.S. government will default on its debt. The most common feeling seems to be that the government will not "screw up" and tumble into default, ...

The credit quality of an entity is essential information that reflects that entity’s financial health and its ability to meet debt obligations. Credit quality can be expressed as a credit score, but ...

Lenders use some common measures to predict how risky a borrower might be Chip Stapleton is a Series 7 and Series 66 license holder, CFA Level 1 exam holder, and currently holds a Life, Accident, and ...