RiskMetrics: Z-Metrics credit analysis tool

RiskMetrics: Z-Metrics credit analysis tool

edward-altman
Edward Altman

Prompted by the demands of investors and regulators to have alternative measurements of creditworthiness other than ratings, New York-based risk management and analytics firm RiskMetrics in March unveiled the Z-Metrics credit analysis tool.

The Z-Metrics model was created in partnership with renowned credit risk expert Edward Altman, Max Heine professor of finance at New York University’s Stern School of Business, and Herbert Rijken, professor of finance at the Vrije University of Amsterdam.

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