Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...

This paper looks at some technical issues when using CDS data, and if these are incorporated, the analysis or regression results are likely to benefit. The paper endorses the use of stochastic ...

While discount rates of listed companies can be readily estimated using "betas" and the Capital Asset Pricing Model, the same is not true for small business. Entrepreneurs often have to rely on ...

NEW YORK--(BUSINESS WIRE)--Moody’s Analytics, a leader in credit risk measurement and management, today announced Through-the-Cycle EDF™ (Expected Default Frequency) measure, a quantitatively derived ...

Bank of America Corp. has begun using artificial intelligence to predict the likelihood of companies defaulting on loans. “Today we present our inaugural work on applying the latest machine learning ...

Pakistan has emerged as a standout performer among global emerging markets, recording one of the sharpest declines in ...

LONDON, Aug 13 (Reuters) - The cost of insuring against an Argentine sovereign default jumped again on Tuesday as investors continued to react to the heavy defeat of President Mauricio Macri in the ...