Key facts for StarMine SmartRatios Credit Risk Model
Coverage metric
Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
From 1998
Coverage count:
Legal entities - 50950 Public companies
Asset Class
Ordinary Shares, Equities
Delivery metadata
Data Frequency
Daily
Language
English
Delivery methods:
Excel, Deployed/Onsite Servers, API, Web Service, SFTP, Cloud, Desktop, FTP, Bulk, Snowflake, Website, RSS Feed
Data formats:
PDF, GZIP, XML, JSON, CSV, SQL, Text, Python, HTML, Bitmap, MPEG, User Interface, PCAP
Minimum service frequency
Daily
Overview of StarMine SmartRatios Credit Risk Model
PREDICTIVE CREDIT RISK
Forward-Looking Credit Risk
- Assesses corporate financial health and default risk using a broad range of accounting and financial ratios
- Combines reported fundamentals with forward-looking analyst estimates.
- Provides a systematic view of company credit risk.
ANTICIPATE FINANCIAL DISTRESS
Identify Default Risk
- Helps identify companies at elevated risk of default or bankruptcy.
- Goes beyond backward-looking financial ratio analysis.
- Can provide an early signal of potential credit rating changes.
INTELLIGENT RATIO ANALYSIS
Adaptive Financial Analysis
- Evaluates profitability, leverage, coverage, liquidity, growth and stability.
- Uses industry-specific metrics, giving greater weight to the ratios most relevant to each sector.
- Incorporates regional differences in corporate default risk.
Description of the dataset
- LSEG delivers the StarMine SmartRatios Credit Risk Model to assess corporate credit condition and financial health using accounting ratios predictive of default risk. We provide daily updated one-year probability of default or bankruptcy estimates for 35,000 companies globally, including financial institutions.
- Our model organizes accounting signals into five core components: profitability, liquidity, leverage, coverage and growth. We combine these measures, including industry-specific metrics, through a logistic regression framework designed for robust default prediction.
- LSEG maps default probabilities to traditional letter ratings and converts results into 1-100 percentile scores for easier comparison across companies. We support credit research, risk monitoring, portfolio surveillance and issuer screening with transparent ratio-based credit risk analytics.
Accessing the dataset
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