Hello.
I am developing a corporate probability of default model . I have 6 years financial data from 2010 to 2015 of various companies of their balance sheet ,income statement,profit,loss statement and
various financial ratios.
I want to know is there any standard way in credit risk modelling to capture this 6 years data at a single instant
Let me explain .
Suppose I have data like below .
co_name year oprating_profit
abc 2015 1458.82
abc 2014 2657.25
abc 2013 1235.58
abc 2012 2478.25
abc 2011 975.25
abc 2010 1040.28
I want to capture these 6 years performance of company abc in my PD model.
Any help will be appreciated.