Structural models of default are widely used to analyze corporate bond spreads, but have generally been unable to explain why risk premiums are as high as they are. This credit spread puzzle can be ...
In light of the interest-rate-risk-driven failure of Silicon Valley Bank on March 10, 2023, we've added a chart showing how interest rate mismatching increases default risk. The calculation applies to ...
NEW YORK, March 18 (Reuters) - Default expert Edward Altman is teaming with RiskMetrics Group to offer credit ratings on North American companies, responding to a need for better default warnings in ...
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