Tellimer's Sovereign Probability of Default model
We’re exited to introduce Tellimer’s proprietary Sovereign Probability of Default (SPD) model. Deployed throughout the Tellimer app, the model delivers state‑of‑the‑art performance against benchmark approaches. Read more about our methodology, validation framework, robustness checks, and more on our dedicated product page.
✨ Key results
- 92.9% crisis prediction rate: Correctly predicted 26 of the last 28 sovereign Eurobond defaults
 - Early and consistent signals: Average of 8.1 months’ lead time before default
 - Low false alarms: 1.8% false‑alarm rate (noise‑to‑signal ratio: 0.03)