C Score Private Model

You can override the existing parameters in the model with those from your counterparty.  Use the TAB key to advance to the next input cell.  You may change the value of the parameters to reflect various scenarios and view their impacts on credit quality.  Scale is extremely important, so the income and balance sheet numbers need to be in actual of dollars (not thousands or millions) and the CPI Index needs to be divided by 100.  The model requires total assest and net income (before extraordinary items) for three annual periods.

Counterpary Name
Date of Current Financial Statement
Balance Sheet
Total Assets Current Year
Total Assets Year Prior
Total Assets 2 Years Prior
Total Liabilities
Retained Earnings
Net Worth
Income Statement
Net Income Current Year
Net Income Year Prior
Net Income 2 Years Prior
Economic Data
CPI Index (all items)/100
Ratio	Weight	Value	Score
Retained Earnings/Total Assets	0.25
Net Income/Total Assets	1.00
ROA Volatility	-0.10
Net Income +/-	-0.25
New Worth/Total Liabilities	0.06
Size	0.07
Score
Implied Rating
One-Year Probability of Default
Five-Year Probability of Default

About the Model