credit-analysis

To calculate bond pricing and assess credit risk, input core financial data to generate YTM, Altman Z-Score, and distance-to-default metrics using established models like Merton and KMV.

Corporate credit analysis uses the Altman Z-Score, Merton, and KMV structural models to predict bankruptcy risk by estimating distance-to-default and expected default frequency from financial inputs.

Interest rate risk is measured by calculating duration, DV01, effective duration, and key rate duration to perform scenario analysis and assist in hedging and asset allocation decisions.

Yes, you can construct credit spread curves, identify expansion or convergence signals, and design cross-term and cross-grade trading strategies for corporate and municipal bonds.

Yes, pricing and credit analysis conform to both Chinese and global markets, covering government bonds, corporate bonds, convertible bonds, ABS/MBS, and municipal bonds across different asset types.

You need to input core financial data such as balance sheet metrics and market value to output preliminary credit indicators like YTM, Z-Score, and DD/EDF for risk evaluation.