Credit Rating Model & Z-Score Calculator

Estimate credit quality using Altman Z-Score, Merton structural model, and S&P/Moody's ratio benchmarks. Calculate probability of default, implied credit rating, and identify financial distress risk for corporate borrowers

Each component has a specific meaning:

• Altman Z-Score — The altman z-score recorded for the scenario being assessed.
• Merton structural model — The merton structural model recorded for the scenario being assessed.
• S&P/Moody's ratio benchmarks — The s&p/moody's ratio benchmarks recorded for the scenario being assessed.

Note: Interpret the credit rating model result against the thresholds and context described above.

Enter the Altman Z-Score, Merton structural model, S&P/Moody's ratio benchmarks for the scenario you are assessing. Estimate credit quality using Altman Z-Score, Merton structural model, and S&P/Moody's ratio benchmarks. Calculate probability of default, implied credit rating, and identify financial distress risk for corporate borrowers. Use the credit rating model result to inform your calculation.