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RiskCalc for Private Companies: Moody's Default Model
2000
Social Science Research Network
This report describes and documents Moody's version of its RiskCalc TM default model for private firms. RiskCalc TM analyzes financial statement data to produce default probability predictions for corporate obligors -particularly those in the middle market. We discuss the model's derivation in detail, analyze its accuracy, and provide context for its application. The model's key advantage derives from Moody's unique and proprietary middle market private firm financial statement and default
doi:10.2139/ssrn.236011
fatcat:swew6zlhtjfvvixycerfnpliji