Auto Finance News

OEMs could face higher capital costs as default risks climb

U.S. automakers in 2026 could face higher borrowing costs as the probability of defaulting on their debt obligations rose in ...
Finextra

CreditVantage launches US probability of default model

CreditVantage is pleased to announce the launch of the CRS Corporate PD Model, its new probability of default (PD) tool. Initially the model will be applicable for North America with coverage of ...
International Monetary Fund

Debt Service and Default: Calibrating Macroprudential Policy Using Micro Data

We provide empirical evidence to support the calibration of a limit on household indebtedness levels, in the form of a cap on the debt-service-to-income (DSTI) ratio, in order to reduce the ...
International Monetary Fund

Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk

This paper introduces the quantile regression- based Distance-to-Default to Probability of Default (DD-PD) mapping, which links individual firms’ DD to their real world PD. Since changes in the DD ...
Becker's Hospital Review

34 healthcare companies at risk of default as debt rises amid weak operating performance: Moody’s

A total of 34 healthcare companies are at risk of default going into 2023 amid excessive debt levels and weak operating performance, Moody’s said in a Dec. 12 report shared with Becker’s. All the ...