Default risk is a prime consideration for investors, as it directly impacts the potential return on investment. At worst, common shares of a company that has defaulted may become worthless.

Default is the failure to follow through on the terms of an agreement, such as a borrower failing to repay a loan. When bond issuers fail to make agreed-upon payments to their bond investors it is ...

The number of companies at the greatest risk of defaulting are at an 11-month high, as uncertainty around US trade and ...

However, borrower risk for the quarter showed minimal change, moving down slightly from 1.47% to 1.46%, with less-risky purchase loans continuing to make up the bulk of originations at about 82% of ...

A new paper published by the Federal Reserve Bank of Chicago uses an arcane security known as a credit default swap, or CDS, to estimate the risk of the US Treasury defaulting on a payment. The ...

Wall Street's focus is turning to at-risk U.S. Treasury debt payments as the deadline to raise the government's $31.4 trillion borrowing limit or risk default ticks closer.

This paper studies the transmission of macroprudential policies across both financial and non financial sectors of the economy. It first documents that tighter macroprudential regulations implemented ...

We develop a mixed-frequency, tree-based, gradient-boosting model designed to assess the default risk of privately held firms in real time. The model uses data from publicly-traded companies to ...