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TCRI Watchdog (WD) is a structured event-intensity dataset covering all publicly listed and OTC companies in Taiwan. Built on TEJ’s long-standing credit research framework, TCRI WD transforms corporate disclosures, regulatory announcements, and major media coverage into standardized event scores ranging from –3 to +3.

Adopting the concept of Real Options of Merton Model (1974) → Uses daily stock prices to predict a company’s credit risk. After the calibration by TEJ for Taiwan’s market, the predictive ability of CRMM significantly improves and is suitable for Taiwan’s booming stock market and underdeveloped bond market. It is combined with TEJ’s financial database and is […]