United States, Nov. 6 -- A new study has unveiled one of the most accurate corporate credit risk forecasting models to date. This study is a result of collaboration among quantitative finance experts from data and AI leader SAS, investment management firm Man Group plc, UK insurer Pension Insurance Corporation plc (PIC) and Stanford University. It provides an early-warning indicator that flags potential rating changes before they are priced into the market and credit rating agencies act.This machine learning model leverages multiple features, including over two decades of KRIS(R) (SAS(R) Kamakura Risk Information Services) default probability data. The model was significantly better at ranking firms by predicted probability of credit rating...