altmans-z-score

  1. enjofaes

    Must-Watch Altman Z-score and history of rating assessment methodologies

    Hi all, I find it very helpful to get suggestions for material to fully capture the dynamics, macro view, history etc., I've stumbled upon an interesting lecture by Altman in 2019 at the LSE featured by SRC (Sytemic Risk Centre) on youtube: "50 years of Altman Z-score of 1968" which gives...
  2. S

    Altman's Z score

    Hello, I have two simple questions about Alman's Z score I ws hoping you could answer for me. Are we supposed to memorize the formula for this or just how to interpret it? It seem s a little silly to have to memorize a bunch of betas and their corresponding variables, but if that's what they...
  3. S

    Altman's Z to PD

    Hi David, here is your quote: "Altman’s Z is the most famous type of linear discriminant model: borrowers are classified into high or low default risk categories. It does not directly give a probability of default (PD), although we can map to the > score to a credit rating and map the...
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