In another sign that the U.S. economy is headed for a rough landing, leveraged loans’ and high yield bonds’ probability of default and actual defaults continue to rise. Market signals, as well as ...

The weekly interest rate simulation now includes an assessment of the probability of default when a bank, institutional investor, or individual investor has a significant interest rate mismatch ...

Default risk for most US public companies decreased in Q3 2024, with median default scores dropping in 7 of 11 market sectors. Healthcare, utilities, real estate, and financials sectors showed stable ...

The credit quality of an entity is essential information that reflects that entity’s financial health and its ability to meet debt obligations. Credit quality can be expressed as a credit score, but ...

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 ...