Barra credit risk tool to target potential defaults

WatersTechnology Staff
01 Feb 2004

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

BERKELEY, CA -- Risk technology vendor Barra has launched Barra Credit, a credit risk tool enabling investment and hedge fund managers to more accurately identify potential default risk.

The new ASP-based system incorporates Barra Default Probabilities (BDPs), Barra Implied Ratings (BIRs), and Credit Default Swaps (CDSs), which are quantitative, market-implied risk indicators of creditworthiness from bond, equity, and derivatives markets.

The BDP service provides equity-based default

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]