Rating Methodology - riskcalc.moodysrms.com

RiskCalcTMFor Private Companies: Moody's Default ModelMay 2000 ContactPhoneNew YorkEric BoralLea V. CartyRISKCALCTM FORPRIVATECOMPANIES: MOODY'SDEFAULTMODELR ating MethodologyRating Methodologycontinued on page 3 Rating MethodologySummaryThis report describes and documents Moody's version of its RiskCalcTM default model for pri-vate firms. RiskCalcTManalyzes financial statement data to produce default probability predic-tions for corporate obligors - particularly those in the middle market. We discuss the model'sderivation in detail, analyze its accuracy, and provide context for its application. The model'skey advantage derives from Moody's unique and proprietary middle market private firm finan-cial statement and default database (Credit Research Database), which comprises 28,104 com-panies and 1,604 defaults.

RiskCalc TM For Private Companies: Moody's Default Model May 2000 Contact Phone New York Eric Falkenstein 1.212.553.1653 Andrew Boral Lea V. Carty RISK CALCTM FOR PRIVATE OMPANIES: MOODY'S DEFAULT MODEL Rating Methodology

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