New answers tagged credit-risk
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.
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