The essential solution for global counterparty credit risk analysis.
Credit Analytics delivers credit scores, models, and tools to ease your workflow when running risk analysis on rated, unrated, public, and private companies.
Access 730k+ transparent pre-calculated credit scores.
Inside Market DataBest Counterparty Data Provider 2018
Gain a full perspective of your exposure.
Manage Potential Risk
Probability of Default (PD) Model Market Signals provides a point in-time view of credit risk for public companies based on our sophisticated equity driven model. The model captures equity market sentiment to provide an early warning sign of potential default between financial reporting periods. The Market Signal PDs are updated daily and cover 64,000+ public companies globally.
Uncover Counterparty Default Risk
Probability of Default (PD) Model Fundamentals provides an innovative approach to assessing potential default separating credit risk into two components; financial risk (financial ratios) and business risk (various systemic risk components such as country risk and financial proxies). Calibrated on defaults and applicable for public and private companies of any size, we pre-score 730,000+ PDs.
Sharpen Your Perspective of the Unrated Universe
CreditModel™ is a proprietary suite of statistical models that use financial statement data to generate credit scores that have been calibrated on S&P Global Ratings credit ratings. This enables you to evaluate the long-term creditworthiness of public and private companies globally by quantitatively approximating their credit rating in the absence of qualitative and non-public factors.
Understand What You Could Recover
Our powerful statistical LossStats™ Model helps you estimate the loss and recovery levels of US and European fixed income and lending facilities, taking into account industry and instrument specific characteristics. Calculate losses across multiple exposures and seniorities with a full control over debt positioning. Seamlessly integrate fundamental default risk models.
Stress Credit Risk Under Macroeconomic Scenarios
The Macro-Scenario (statistical) model enables risk managers and analysts to gauge how a firm’s credit risk may change across user-defined forward-looking scenarios, based on a set of macro-economic factors. The model can be used as a tool to both conduct forward looking scenario analysis and stress testing as well as support expected credit loss calculations required by the new accounting standards (IFRS 9 and CECL).
Risk Technology AwardsIFRS 9 – ECL Modelling Solution of the Year
Smart tools for smart decisions.
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Get the full picture of your credit risk exposure.
Credit scores that broadly align with ratings from S&P Global Ratings.
Compare & monitor company risk scores against country, industry, and equity index-based peers.
Show you where drivers of risk are coming from and outline a path to recovery or default.
Flexible Delivery Options
Data and analytics via platform and our Excel Plug-in. Embed in internal databases via feed and API.
Secure Upload Capabilities
Proprietary data to standardize the financials you receive from your counterparties.
Sector-focused news and key developments that give a deeper view of issues impacting your counterparties.
Relevant Market Data
Credit Default Swap spreads and Corporate Yield Curves for actionable pricing with full transparency into the figures.