KMV Pioneers Options-Based Credit Analysis
THE co-sponsors of JP Morgan's new Creditmetrics methodology are all well-known global investment banks -- with one exception: KMV Corporation, a San Francisco-based company that specializes in providing sophisticated credit analytics calculated using the latest theoretical advances in credit risk management.
KMV's core business involves selling proprietary datasets that estimate the probability of securities issuers defaulting on their interest and principal payments.
Vendor officials say they
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