Benefits include:

• Logical and robust credit-scoring based on large and representative samples of companies that have either suffered a credit event or have remained healthy.
• Default probabilities and credit ratings are estimated for one- and five-year horizons for publicly-traded and privately-held firms.
• High accuracy of credit event prediction when compared to rating agency ratings and other popular models such as Altman Z-score (1968) and Altman Z"-score (1995). 

Objectives of our Z-Metrics Models:

• Make independent quantitative assessments of default probabilities and credit ratings.
• Assign default probabilities based on a firm’s credit score.
• Assign credit ratings to each firm (based on default probabilities) representing the full spectrum of credit quality.