More NewsMoody’s Riskcalc to Provide 5-Year Default Probability

Moody's Riskcalc to Provide 5-Year Default Probability

Moody’s Risk Management announced that it has enhanced the default prediction capabilities of RiskCalc for public companies to include a 5-year default probability (DP) as one of its key outputs. This new feature expresses a corporate obligor’s probability of default over a five-year time horizon and will complement near-term assessment provided by the model’s existing 1-year DP. RiskCalc for public companies provides a risk assessment for more than 8,800 U.S. and Canadian public companies. By associating default probability with borrower firms and counter-parties, this model can be used as a credit risk monitoring tool for screening obligors, for performing risk/return analysis of credit portfolios, or for capital allocation and loan pricing. Future releases of the product planned for early in 2001 will extend its coverage to North American financial firms as well as public companies in Japan, Western Europe and Australia.

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