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Company Data

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 

  • Geographical coverage
  • History
    From 1998
  • Data format
    User Interface
    Zip Archive
  • Delivery mechanism
    Deployed/Onsite Servers
  • Data frequency

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

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