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Smiths Research & Gradings
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Sovereign Housing Banks

Smith's sovereign risk grading for the US Government has fallen in the wake of unprecedented deficit borrowing. What's more, those sovereign governments with large exposure to the U.S. debt markets face significant credit challenges. Smith's Event Risk Gradings include a complex and proprietary algorithm that reflects the probability of default, wrongful call of a financial guarantee, incontrovertibility of currency, and social insurrection.


Our research incorporates long-tail risk assessments into Smith's Gradings. We determined the cyclical real estate bubble in the U.S. produced an overhang of 3 million single-family homes. Learn more about how the excess supply of homes has grown to 3.5 million.


In August of 2008, Smith's Research & Gradings predicted a Worldwide Bank Capital Crunch would cause an unprecedented collapse in the structured finance and corporate bond markets. Our report was entitled: The Beginning of the Middle. We said the beginning was 18 months long and the middle would be twice as long as the beginning. Find out what Smith's Research reported would mark the middle of the middle. (more)

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