Company Data

StarMine Text Mining Credit Risk Model

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  1. Overview
  2. Features & benefits
  3. How it works
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An overview of StarMine Text Mining Credit Risk Model

StarMine Text Mining Credit Risk Model (TMCR) assesses the risk in publically traded companies by systematically evaluating the language in Reuters News, StreetEvents conference call transcripts, corporate filings (10-K, 10-Q, and 8-K), and select broker research reports to predict which firms are likely to come under financial distress and which are likely to thrive. It is a percentile ranking (1-100) of stocks, with 100 corresponding to the healthiest companies.

At the core of StarMine TMCR is a classic “bag of words” text mining algorithm. A bag of words text mining algorithm breaks a document into its constituent words and phrases and establishes relationships between the frequencies of these words and phrases and a known training variable, such as observed defaults.

Key Facts 

  • Geographical coverage
    Global
  • History
    From 1998
  • Data format
    CSV
    Delimited
    GZIP
    JSON
    Python
    SQL
    Text
    User Interface
    XML
    Zip Archive
  • Delivery mechanism
    API
    Deployed/Onsite Servers
    Desktop
    Excel
    FTP
    SFTP
  • Data frequency
    Daily

Features & Benefits

What you get with StarMine Text Mining Credit Risk Model

  • TMCR identifies key language from multiple text sources to turn raw textual data into credit scores.
  • TMCR model each document source independently and then combine to create an overall probability of default.
  • TMCR applies sophisticated text mining algorithms to identify language that is predictive of credit risk.

RELEVANT USE CASES

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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 Direct FTP

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

LSEG DataScope Select

LSEG DataScope Select is a unique platform that offers intuitive, cross-asset and timely access to all of LSEG reference and pricing data. Data is delivered by LSEG DataScope Select across the following platforms: HTTP/HTTPS, SFTP and API.
Data Formats:
CSV
XML
Zip Archive
GZIP
Delimited
Delivery Mechanisms:
FTP
API
SFTP
Service Frequencies:
Real time

LSEG Quantitative Analytics

LSEG Quantitative Analytics – a powerful, scalable platform to manage, maintain and integrate quantitative analysis and investment data. It is available with the following deployment options: o Deployed (On Premise) o Deployed (VM Hosted) o Cloud (Azure) o Cloud (Snowflake)
Data Formats:
SQL
Delivery Mechanisms:
Deployed/Onsite Servers
Service Frequencies:
Real time
Real time delayed

LSEG Workspace

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
Service Frequencies:
Daily

DETAILED DATA SUPPORT

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