Riskcalc for Private Companies Ii: More Results and the Australian Model

Posted: 25 Mar 2001

See all articles by Andrew Boral

Andrew Boral

Moody's Investors Service

Eric G. Falkenstein

Pine River Capital Management

Abstract

In this paper we succinctly outline the modeling approach of Moody's for private firm default prediction. The processes of transforming ratios, weighting the transformations, and mapping to a default probability are examined. Accounting ratios in the US, Canada, and Australia are compared and contrasted, including their relationship to default probabilities.

Keywords: Default prediction, Australia

JEL Classification: G33, M41

Suggested Citation

Boral, Andrew and Falkenstein, Eric G., Riskcalc for Private Companies Ii: More Results and the Australian Model. Global Credit Research. Available at SSRN: https://ssrn.com/abstract=255389

Andrew Boral

Moody's Investors Service ( email )

99 Church Street
New York, NY 10007
United States

Eric G. Falkenstein (Contact Author)

Pine River Capital Management ( email )

601 Calson Parkway, Suite 330
Minnetonka, MN 55347
United States
6123091588 (Phone)
6123091588 (Fax)

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