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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
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Geographical coverageGlobal
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HistoryFrom 1998
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Data formatCSVDelimitedGZIPJSONPythonSQLTextUser InterfaceXMLZip Archive
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Delivery mechanismAPIDeployed/Onsite ServersDesktopExcelFTPSFTP
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Data frequencyDaily
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
- Data Formats:
- CSV
- XML
- Zip Archive
- 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:
- Real time
- Real time delayed
DETAILED DATA SUPPORT
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