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Moody’s KMV has assembled the largest public and private company default and loss database in the world. Our researchers use a variety of sources to monitor the international credit markets in search of every defaulted public firm. To identify private firm defaults, we have established partnerships with a large number of financial institutions around the world that provide us with extensive data on defaults, financial statements and loan performance. The Moody’s KMV database contains 30 years of information on over 6,000 public and 150,000 private company default events for a total of 50,000 public and 2.2 million private companies, healthy and distressed, around the world.
Because of this rich data set, Moody’s KMV is uniquely positioned to create credit risk models of unparalleled breadth and depth for major markets around the globe. These models are the foundation for our credit risk measurement tools. Considered to be best-of-breed, they are recognized as the most accurate measures of default risk and feature the most comprehensive geographic coverage of public and private firms. In addition to providing a resource for model development, this data set also offers a fertile test bed for theoretical and practical credit research, including portfolio and default model validation and benchmarking. We have advanced the state of the art in model validation and have published numerous papers detailing our testing procedures and results. Clients have published similar, but independent, tests that also confirm the accuracy of our models. |
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