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Merton and Beyond - The State of the Art in Credit Modeling and Trading

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Merton and Beyond - The State of the Art in Credit Modeling and Trading

Sep 1, 2004

Barra Credit, a breakthrough solution to the challenges faced by managers who deal with credit risk.  By using quantitative, market-implied measures of credit risk from the equity, bond and derivatives markets, it allows the user to see the potential for default sooner and with greater certainty, in spite of imperfect information.  Because it is web-based, Barra Credit is easy to use and allows users to monitor, screen and analyze credit-risky assets faster than ever before.  Barra Credit allows users to: 1) Identify potential default risk earlier and more accurately, 2) Make their credit-analysis process more efficient. and 3) Use an innovative credit-risk model that allows for real-world uncertainty of financial statements.


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  • Tim Backshall
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