
In past few days, you may have seen a flurry of news articles about the high-profile bankruptcy of Yellow Corporation (YELL.O). While this media attention is very recent, our StarMine credit risk models have been detecting significant trouble for more than 10 months. The StarMine Combined Credit Risk quantitative model significantly downgraded Yellow to an implied rating of CCC in early November 2022, well ahead of the humans at ratings agencies. Exhibit 1: StarMine Combined Credit Risk Model Source: StarMine The StarMine Combined Credit Risk model is an optimal combination of our three credit risk models (Structural, SmartRatios, Text Mining),