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- StarMine Combined Credit Risk Model
An overview of StarMine Combined Credit Risk Model
The StarMine Combined Credit Risk Model (CCR) combines information from the StarMine Structural, SmartRatios, and Text Mining Credit Risk Models into one final estimate of corporate credit risk. By incorporating information from multiple independent data sources – from the equity market, from analyst estimates and financials, and from analysis of the language in important textual documents – and placing the most emphasis on the inputs that are most effective for a given company, StarMine CCR creates powerful default predictions and assessments of credit risk that are more accurate than using any one data source alone.
The CCR model uses a logistic regression framework. The weights partitioned to the Text Mining model, and the other two models are also conditioned on the volume of text on a given company, such that the weight on the Text Mining model increases with increasing text volume. This model calculates the probability that a company could default within 12 months.
Key Facts
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Geographical coverageGlobal
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HistoryFrom 1998
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Data formatCSVDelimitedGZIPHTMLJSONPythonSQLTextUser InterfaceXMLZip Archive
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Delivery mechanismAPIDeployed/Onsite ServersDesktopExcelFTPSFTP
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Data frequencyDaily
Features & Benefits
What you get with StarMine Combined Credit Risk Model
- CCR model intelligently handles missing data and make use of all the component inputs available, but requires only one to score a company.
- Incorporates momentum in credit risk, which is more pronounced on the downside.
- The CCR Model is StarMine’s best estimate of credit risk that incorporates information from the StarMine Structural, SmartRatios, and Text Mining Credit Risk Models into one final estimate of credit risk.
- Weighting between Text Mining and other models is conditioned on volume of text – weight on Text Mining increases with volume of text.
How it works
Accessing the dataset
This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.
Refinitiv DataScope Select
- Data Formats:
- CSV
- Zip Archive
- HTML
- GZIP
- Delimited
- Delivery Mechanisms:
- FTP
- API
- SFTP
- Service Frequencies:
- Real time
Eikon
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Daily
Refinitiv Quantitative Analytics
- Data Formats:
- SQL
- Delivery Mechanisms:
- Deployed/Onsite Servers
- Service Frequencies:
- Daily
Workspace
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Intraday snapshot
- Daily
DETAILED DATA SUPPORT
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