Key facts for StarMine Combined Credit Risk Model
Coverage metric
Delivery metadata
Overview of StarMine Combined Credit Risk Model
Uncover Credit Risk
- Captures credit risk from multiple complementary perspectives to identify companies with an elevated probability of default.
- Reduces reliance on any single credit risk methodology.
- Supports credit risk management and investment screening.
Unified Credit Risk
- Provides a unified assessment of corporate default risk by combining market, fundamental, and textual risk signals.
- Produces a 12-month probability of default and relative risk score.
- Offers broad global coverage across publicly traded companies.
Integrated Risk Signals
- Integrates Structural, SmartRatios and Text Mining credit risk models.
- Dynamically adjusts model weights based on available textual information and incorporates regional effects.
- Combines complementary signals into one probability of default.
Description of the dataset
· LSEG provides company-level credit risk analytics through the StarMine Combined Credit Risk Model. We deliver one-year default probability, overall credit risk scores and comparative ranks to support issuer monitoring and credit screening. · Our framework blends market-based structural indicators, fundamentals-driven SmartRatios and text-based signals. LSEG exposes component model outputs so clients can understand the drivers behind each credit risk assessment. · We cover global publicly listed companies to support early-warning workflows, portfolio surveillance and comparative credit analysis. LSEG structures these risk measures for use by investors, risk managers and analysts seeking consistent company-level default risk insights.
Accessing the dataset
This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.
All categories
