An upgrade of the KMV model: point-in-time default risk becomes a through-the-cycle letter, so short-run volatility stops whipsawing the rating — proposed and developed by Prof. Yimin Yang.
—coverage
—as of
10yweekly history
01Find a companypress / from anywhere · ↑↓ to pick · ⏎ to open
Cached S&P 500 constituents, calibrated over —.
Opening a name adds it to the watchlist.
02Datesevery figure below obeys this pair
03Watchlist—
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Name
Company
Rating
Earlier
Move
DD
SP_PD
MarketCap
Remove
04Figuresredrawn whenever the dates change
Distance to default
Rating migration
05UniverseS&P 500 constituents today — the pipeline is index-agnostic