Thomson Reuters launches default prediction model

fortuneteller_410Thomson Reuters has launched a default prediction model, which incorporates information from forward-looking analyst estimates. The StarMine SmartRatios Credit Risk Model aims to assess the credit risk of publicly traded companies. In a statement, Thomson Reuters said the model was “an intuitive and robust default prediction model that provides a clearer view of a firm’s credit condition and financial health by analysing a wide array of accounting ratios that are predictive of credit risk and combining these with forward-looking analyst estimates”. It incorporates information from forward-looking analyst estimates via StarMine’s proprietary SmartEstimate. ©2012 funds europe

Executive Interviews

INTERVIEW: Put your money where your mouth is

Jun 10, 2016

At Kempen Capital Management, they believe portfolio managers should invest in their own funds. David Stevenson talks to Lars Dijkstra, CIO of the €42 billion manager.

EXECUTIVE INTERVIEW: ‘Volatility is the name of the game’

May 13, 2016

Axa Investment Managers chief executive officer, Andrea Rossi, talks to David Stevenson about bringing all his firm’s subsidiaries under one name and the opportunities that a difficult market...


ROUNDTABLE: Beyond the hype

Oct 13, 2016

The use of smart beta investing continues to grow. Our panel, made up of both providers and users, discusses what the strategy actually means, how it should be used and the kind of pitfalls that may arise when using this innovative investment technique.

MIFID II ROUNDTABLE: Following the direction of travel

Sep 07, 2016

Fund management firms Aberdeen and HSBC Global meet with specialist providers to speak about how the industry is evolving towards MiFID II.