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 the

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: