Tag Info

New answers tagged


Reuters uses a proprietary model defined StarMine structural/SmartRatios Credit Risk model that has been developed by themselves and provided with the Reuters data service. It does not exist a formal definition or paper about the model, in which it is explained how to get that score; Reuters simply explains roughly what is in its website without going into ...


There is no analytic solution. You have to solve numerically, either by monte carlo or PIDE.

Top 50 recent answers are included