The machine learning model is designed to offer early-warning signals for downgrades, timely insight for credit-linked note issuers and investors.
A machine learning model developed by multinational analytical software developer SAS in collaboration with active investment management firm Man Group, UK-based insurer Pension Insurance Corporation plc and Stanford University is aiming to set a benchmark in forecasting corporate credit rating changes. Accurately forecasting rating changes is essential for structured product issuers and distributors, particularly in the credit-linked note (CLN) space . S teven D esmyter , presiden