PitchBook LCD Introduces Default Predictor, a Forward-Looking Leveraged Loan Default Rate Indicator
Morningstar, Inc. (MORN)
US:NASDAQ Investor Relations:
shareholders.morningstar.com/investor-relations/default.aspx
Company Research
Source: Business Wire
New quantitative research tool delivers a six-month default rate estimate for the US leveraged loan market SEATTLE--(BUSINESS WIRE)--PitchBook, the leading private capital market intelligence platform, today introduced the PitchBook LCD Default Predictor, a new quantitative research tool that produces a monthly, forward-looking estimate of the aggregate default rate in the Morningstar LSTA US Leveraged Loan Index. The tool gives credit market participants a clearer view of where leveraged loan default rates may trend over the next six months, helping investors move from reactive analysis to proactive portfolio positioning.As credit markets navigate heightened macroeconomic uncertainty, leveraged loan investors, credit funds, and risk management teams face growing pressure to anticipate default risk before it appears in trailing default rates. The LCD Default Predictor addresses this gap by deploying a regression analysis using pricing signals already embedded in the loan market in
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