Model used for predicting default probabilities.
~$25,000/yr est.
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Freshness
Recently enriched
Complete
56%
API
API Available
Offering: A comprehensive suite of credit ratings, macroeconomic forecasts, private company data, and regulatory compliance tools delivered via API and enterprise platforms.
Best for: Institutional risk managers and investment analysts requiring deep credit, ESG, and counterparty data for regulatory compliance and portfolio stress testing.
Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$25,000/yr est.
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Riskcalc for Private Companies: Moody's Default Model
by EG Falkenstein · Cited by 246 — This paper explains and documents many issues related to default prediction based on financial statements.
Corporate Bond Default Risk: A 150-Year Perspective
by K Giesecke · 2010 · Cited by 514 — Specifically, we extract default amounts for U.S. nonfinancial firms from the larger Moody's data set of bonds for all issuers (including global and.
NBER WORKING PAPER SERIES THE CREDIT RATING ...
by E Benmelech · 2009 · Cited by 503 — Our analysis uses three main data sets: (i) Moody's Structured Finance Default Risk Services database, (ii) Moody's Corporate Default Risk Services database, ...
Expected fields and columns in this data product
Moody's Default Risk Model is an alternative data product offered by Moody's, available on discovery. API access is available for programmatic integration. Vedex estimates pricing at roughly $25,000/yr (an estimate, not a vendor-published price).
Model used for predicting default probabilities.
Moody's is a tool / service vendor based in 7 World Trade Center, 250 Greenwich Street, New York, NY 10007, USA. Global risk assessment and compliance solutions including KYC, sanctions screening, and financial crime analytics.