Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. The blue line is the firm's one year default probability. The orange line is the annualized ten year default ...

Learn how to accurately quantify credit risk with key measures such as probability of default, loss given default, and exposure at default for informed lending.

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 ...

Kamakura’s approach to credit risk centres around innovative data analysis. This, and the wealth of data at its disposal, offers more accurate default probability reports and fiscal predictions ...

A research group has proposed to hedge default risk in the utility-scale PV business by adopting credit default swaps. The new methodology was tested through a series of Montecarlo simulations and ...