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Macroeconomic Default Analysis

Problem Statement

Can we automate the sourcing of macroeconomic data (GDP Growth, Inflation, Unemployment, etc.) and quantify the effect it has on 1-year prospective default rates across countries and industries?

Using Macroeconomic data can we answer these key questions

1. Are there relationships between macroeconomic variables and default rates?
2. Do these relationships differ by industry and country?
3. Can we quantify these relationships?
4. Can we automate the collection and quantification process?