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Simulations by Moody’s Analytics have shown that EDF models outperform both Z score–type models and S&P rating changes as predictors of corporate failure and distress.

A major advantage of Altman’s Z-Score model to measure the credit risk of a customer is the stability of the coefficient weights over time.

Moody’s Analytics (KMV) has developed a model called Expected Default Frequency (EDF) used now by largest US banks to monitor credit risk.

The variance of returns of a portfolio of loans normally is equal to the arithmetic average of the variance of returns of the individual loans.

Which of the above statements are true?

(a) I only
(b) I and II only

(c) I and III only

(d) II and III only

(e) IV only


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