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StarMine SmartRatios Credit Risk Model

An overview of StarMine SmartRatios Credit Risk Model 

The SmartRatios Credit Risk Model (SRCR) is 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.

SRCR model provides daily updated estimates of the probability of default or bankruptcy within 1 year for 35,000 companies globally, including financials. The default probabilities are also mapped to traditional letter ratings and ranked to produce 1-100 percentile scores. The model groups various accounting ratios, along with industry-specific metrics, into 5 components: Profitability; Liquidity; Leverage; Coverage; and Growth, which are combined in a logistic regression framework.


Key facts 

  • Data format
    CSV
    HTML
    Java Script Object Notation (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 SmartRatios Credit Risk Model 

  • SRCR model incorporates information from both reported actual and forward-looking analyst estimates via StarMine’s proprietary SmartEstimate.
  • SRCR model utilizes industry-specific metrics for companies in the Banking, Insurance, Utility, Retail, Airline and Oil & Gas industries.
  • Combining the accounting ratios in a weighting scheme that ensures the most important ratios for a given sector receive the most weight.
  • When the agency & SmartRatios ratings differ significantly, the agency rating moves toward the SmartRatios rating 4-5x more often than it moves away.

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

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
Java Script Object Notation (JSON)
User Interface
Python
Delivery Mechanisms:
API
Desktop
Excel
Publishing Frequencies:
Daily

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 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
Java Script Object Notation (JSON)
User Interface
Python
Delivery Mechanisms:
API
Desktop
Excel
Publishing Frequencies:
Daily

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