Estimates of probability of default (PD), loss given default and exposure at default for portfolio segments containing reasonably homogeneous assets are essential for prudent risk management as well ...

An icon in the shape of a lightning bolt. Impact Link What is the mathematical likelihood that a sovereign will default? Citi's Investment and Research team thinks they have a pretty good answer. A ...

Traders in bonds and credit default swaps are bombarded with information on the default probabilities implied by credit spreads using a simple ratio. This ratio predicts that the credit spread will be ...

NEW YORK, May 31 (Reuters) - The probability of a U.S. default has declined to its lowest since January, according to MSCI estimates, as a debt ceiling deal gets closer to the finish line. The ...

The credit quality of an entity is essential information that reflects that entity’s financial health and its ability to meet debt obligations. Credit quality can be expressed as a credit score, but ...

Federal Minister for Finance and Revenue, Senator Mohammad Ishaq Dar said here Friday that Bloomberg has pitched Pakistan’s one-year probability of default at a low of 10 per cent. In a tweet, the ...