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Quantitative Analysis

The Performance of Refinitiv StarMine Credit Risk Models

We present an update on the performance of StarMine’s suite of credit risk models

 

The StarMine Credit Risk Models significantly outperform the Altman Z-Score in predicting the probability of default or bankruptcy globally within one year.

StarMine’s suite of credit risk models is a valuable tool for financial professionals in the assessment of credit and counterparty risk; for fixed income security selection and valuation; and for equity selection and risk management. The suite includes:

  • StarMine Structural Credit Risk Model
  • StarMine SmartRatios Credit Risk Model
  • StarMine Text Mining Credit Risk Model
  • StarMine Combined Credit Risk Model

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Given the uncertainty in today's markets, we're pleased to find that the StarMine corporate credit models continue to be highly predictive and responsive tools to assess the health of companies and their risk of default.

Key content

16

powerful quantitative models are available in the StarMine suite

5

credit and sovereign risk models are available in the StarMine suite

4

equity credit risk models included in the StarMine suite