1. Home
  2. Data Catalogue
  3. Company Data
  4. Quantitative Models
  5. Credit Risk Models
  6. StarMine Combined Credit Risk Model

Company Data

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 

  • Data format
    CSV
    HTML
    JSON
    Python
    SQL
    Text
    User Interface
    XML
  • Delivery mechanism
    API
    Deployed/Onsite Servers
    Desktop
    Excel
    FTP
    SFTP
    Website
  • Publishing frequency
    Daily

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.

StarMine Professional

All of the StarMine models are available for delivery via File Transfer Protocol (FTP). The StarMine FTP delivery is also named StarMine Direct in MyRefinitiv for client alerting purposes.
Data Formats:
CSV
Text
Delivery Mechanisms:
FTP
SFTP
Publishing Frequencies:
Daily

Refinitiv DataScope Select

Refinitiv DataScope Select is a unique platform that offers intuitive, cross-asset and timely access to all of Refinitiv reference and pricing data. Data is delivered by Refinitiv DataScope Select across the following platforms: HTTP/HTTPS, FTP/SFTP and API.
Data Formats:
CSV
HTML
Delivery Mechanisms:
FTP
Website
API
SFTP
Publishing Frequencies:
Daily

Eikon

Refinitiv Eikon delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
Data Formats:
CSV
XML
JSON
User Interface
Python
Delivery Mechanisms:
API
Desktop
Excel
Publishing Frequencies:
Daily

Refinitiv Quantitative Analytics

Refinitiv Quantitative Analytics – a powerful, scalable platform to manage, maintain and integrate quantitative analysis and investment data.
Data Formats:
SQL
Delivery Mechanisms:
Deployed/Onsite Servers
Publishing Frequencies:
Daily

Workspace

Refinitiv Workspace delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
Data Formats:
CSV
XML
JSON
User Interface
Python
Delivery Mechanisms:
API
Desktop
Excel
Publishing Frequencies:
Daily

Request details  

Call your local sales team

Americas
All countries (toll free): +1 800 427 7570
Brazil: +55 11 47009629
Argentina: +54 11 53546700
Chile: +56 2 24838932
Mexico: +52 55 80005740
Colombia: +57 1 4419404

Europe, Middle East, Africa
Europe: +442045302020
Africa: +27 11 775 3188
Russia and CIS: +7 495 755 1200
Middle East & North Africa: +971 4 453 6768

Asia Pacific (Sub-Regional)
Australia & Pacific Islands:
+612 8066 2494 
China mainland: +86 10 6627 1095
Hong Kong & Macau: +852 3077 5499
India, Bangladesh, Nepal, Maldives & Sri Lanka:
+91 22 6180 7525
Indonesia: +622150960350
Japan: +813 6743 6515
Korea: +822 3478 4303
Malaysia & Brunei: +603 7 724 0502
New Zealand: +64 9913 6203
Philippines: 180 089 094 050 (Globe) or
180 014 410 639 (PLDT)
Singapore and all non-listed ASEAN Countries:
+65 6415 5484
Taiwan: +886 2 7734 4677
Thailand & Laos: +662 844 9576

 

Help & Support

Already a customer?

Office locations

Contact Refinitiv near you