Macro-Scenario Model
Put the Future Into Focus
Uncover potential exposures in future economic climates with the Macro-Scenario Model (MSM), helping you to seamlessly monitor credit risk, spot early warning signs of financial distress, and make informed decisions with confidence.
Solutions for Your Industry
Commercial Banks
Efficiently monitor and manage your loan portfolio by stressing credit scores to factor potential future risk into your risk assessment.
Corporates
Identify the credit risk impact on your counterparties and set appropriate credit limits for your customers and third parties.
Insurance
Conduct rigorous stress testing exercises to understand the shift in risk profile of your portfolios under differing macroeconomic scenarios.
Investment Management
Make informed investment and lending decisions with confidence by assessing the potential credit risk impact of future scenarios on your portfolio.
Essential Analytics
Simulate the Impact of Future Eventualities on Credit Risk
The Macro-Scenario Model can help you gauge how a firm’s credit risk may change under user- or pre-defined macroeconomic scenarios from an extensive library of events.
* S&P Global Ratings is analytically and editorially independent from any other analytical group at S&P Global.
** IFRS and CECL stand for International Financial Reporting Standards and Current Expected Credit Loss, respectively.
Explore how future economic scenarios may impact credit risk with Macro-Scenario Model
Essential Analytics
Simulate the impact of future eventualities on the credit risk of companies with economic & country risk (ECR) scenarios.
Powerful Data
Leverage a model with inputs that include Economist projections, S&P Global Ratings’ credit ratings, and the outputs of Credit Analytics’ fundamentals-based statistical models.
Stress Credit Scores
Use MSM to stress credit scores for your counterparty exposures, make informed investment decisions.
Rigorous Methodology
Explore what future scenarios may bring with a model trained on ratings that leverages the historical statistical relationship observed between credit ratings’ changes and corresponding macroeconomic conditions.
Model Flexibility
Select pre-defined scenarios and add additional economic shock if you would like to be more risk-averse.
Versatile Delivery
View ECR scenario results on entity Tearsheets, RiskGauge Reports, and Scoring UI for a seamless experience.
Macro Insights
Awards
Request Follow Up
Every risk management toolkit needs the capability to explore how future economic scenarios may impact credit risk. Request a demo today.