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Americas
RiskCalc v3.2 Model: Canada
RiskCalc v3.1 Model: Mexico
RiskCalc v3.1 Model: North America Large Firm
RiskCalc v3.1 Model: United States
RiskCalc v3.1 United States Level and Rank Order Validation
RiskCalc v3.1 Model: U.S Banks
RiskCalc v3.1 Model: U.S Insurance
       Insurance Life and Health Model Specification
       Insurance Property and Casualty Model Specification


Europe and Africa
Moody's KMV RiskCalc v3.1 Model: Austria
Moody's KMV RiskCalc v3.1 Model: Belgium
Moody's KMV RiskCalc v3.1 Model: Denmark
Moody's KMV RiskCalc v3.1 Model: Finland
Moody's KMV RiskCalc v3.1 Model: France
Moody's KMV RiskCalc v3.1 Model: Germany
Moody's KMV RiskCalc v3.1 Model: Italy
Moody's KMV RiskCalc v3.1 Model: Netherlands
Moody's KMV RiskCalc v3.1 Model: Norway
Moody's KMV RiskCalc v3.1 Model: Portugal
Moody's KMV RiskCalc v3.1 Model: Spain
Moody's KMV RiskCalc v3.1 Model: South Africa
Moody's KMV RiskCalc v3.1 Model: Sweden
Moody's KMV RiskCalc v3.1 Model: Switzerland
Moody's KMV RiskCalc v3.1 Model: United Kindom


Asia
Moody's KMV RiskCalc v1.5 Model: Australia
Moody's KMV RiskCalc v3.2 Model: Japan
Moody's KMV RiskCalc v3.1 Model: Korea
Moody's KMV RiskCalc v1.0 Model: Singapore


Research Reports
Analyzing The Subprime Market Fallout Using EDF Credit Measure: Applied Research Note
The Distribution of Defaults and Bayesian Model Validation
Inferring the Default Rate in a Population by Comparing Two Incomplete Default Databases
Examples of Overfitting Encountered When Building Private Firm Default Predition Models
Credit Research Database US Middle Market Risk Report: September 2009

Please visit SupportWeb for additional RiskCalc information.



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