credit-analytics Market Intelligence /marketintelligence/en/solutions/credit-analytics content esgSubNav
Discover more about S&P Global’s offerings

Credit Analytics

The essential solution for global counterparty credit risk analysis.

Credit Analytics blends cutting-edge models with robust data to help you reliably assess the credit risk of rated and unrated, public and private companies across the globe.

Request Follow Up

Latest insights on topics that are important to you.

READ MORE
  • Counterparty & Customer Credit Risk
  • Climate Risk Scenario Analysis
  • Quantitative Credit Assessment Models
  • Credit Risk Pricing
  • Loss and Recovery Analytics
  • Chinese Market Credit Analysis
  • Macroeconomic Stress Testing

Easily assess the credit risk of over 50 million public and private companies worldwide.

Streamline your counterparty analysis with RiskGauge™, our latest model that provides a holistic, timely, and multi-dimensional assessment of a company’s creditworthiness via a succinct credit risk score between 1 – 100, available for over 50 million companies worldwide.

  • Easily assess a company’s credit risk with the RiskGauge Score which leverages elements of a company’s fundamental credit risk and market-based signals to generate a holistic credit risk score.
  • Quantify the relative risk with Country/Region & Industry benchmarks  across several statistical measures for quick comparison analysis.
  • Take a deep dive into a company’s credit story with commentary on systemic  and company specific risk divers.
  • Get a multi-faceted perspective with RiskGauge Reports, which provide a detailed company summary including firmographics, commentary, ratings history (for rated entities), term structure, probability of default analysis, observed default rates, relative credit health analysis, and financial information.
  • Identify potential delays of trade payables with PaySense which leverages historical trade payable data and macroeconomic factors.
  • Generate maximum exposure limits via our advanced methodology analyzing a customer’s financial and industry risks, and supplier’s risk appetite with the MaxLimit module.
Request a Demo

Assessing the Impact of Climate on Financial and Credit Risk

Quantify the impact of climate-related financial risk for stress testing or climate scenario reporting that includes a bottom-up approach and granularity for high-carbon emitting sectors with Climate Credit Analytics.

Through a highly dynamic, sector-specific approach, Climate Credit Analytics enables counterparty- and portfolio-level analysis of climate-related financial and credit risks for thousands of companies across multiple sectors.

Learn more about our sector-specific models that provide forward-looking impacts of climate transition and physical risk under various well-accepted climate scenarios.

LEARN MORE >

A Market-Valuation Approach to Climate Risk

Evaluate the impact of climate-related scenarios on your portfolios to better understand the possible risks and opportunities that may arise on the journey to a low-carbon economy.

Climate RiskGauge enables users to estimate the financial impact of climate transition and physical risk by looking at a compact set of financials, projected emissions and a firm’s implied market capitalization to arrive at an estimation of a credit score change1 over a given time horizon for public and private companies.

LEARN MORE >

1S&P Global Ratings does not contribute to or participate in the creation of credit scores generated by S&P Global Market Intelligence. Lowercase nomenclature is used to differentiate S&P Global Market Intelligence credit model scores from the credit ratings issued by S&P Global Ratings.

Get the full picture of your credit risk exposure

Our cutting-edge analytical models and unrivalled data help you quickly and easily measure the credit risk of rated, unrated, public and private companies across the globe.

  • PD Model Market Signals provides a point-in-time view of credit risk, and early warning signals of potential default between reporting periods, for 82,000+* public companies. Download the brochure >
  • PD Model Fundamentals identifies potential default by assessing financial risk, and business risk. Calibrated on +15 years of defaults, and available for more than 8 million* public and private companies. Download the brochure >
  • CreditModel™ is a powerful suite of over 100 statistical models, trained on credit ratings from S&P Global Ratings, help you evaluate the long-term creditworthiness of public and private, rated and unrated companies. Pre-scores available for over 450,000* companies worldwide. Download the brochure >
  • Our Expanded PD Framework can help you uncover hidden credit risk. Measure the PD of any non-financial company using the country and industry in which the firm operates, and clearly see the distribution of the underlying scores that drive the risk assessment for the company.

*Pre-score coverage as of February 2, 2023.

Price transactions and factor credit risk into your company valuations

Credit Risk Pricing platform can assist your Transfer Pricing and company valuation workflow. Quickly assess the creditworthiness of companies using either CreditModel™ or Probability of Default (PD) Model Fundamentals and determine the arm’s length pricing using our Corporate Yield Curves. Credit Risk Pricing platform produces a Corporate Yield and Z curve for 30 years tenure. See full transparency of the security for the generated score, whilst having the ability to export the entire report for offline viewing, sharing and presentation.

  • Conduct a comprehensive credit assessment
    Access our financial data for millions of companies or use your own financials in conjunction with our models to generate issuer and issue credit risk assessments.
  • Gain holistic overview
    With the provided Adjustments and Overlays, you can incorporate qualitative insights, parental support, macroeconomic stress and Loss Given Default factors to add a layer of sophistication to your analysis. While our credit risk dashboard allows you to monitor your portfolio of companies and generate alerts according to your preference.
  • Estimate Interest Rates with curve analysis
    Our Credit Risk Pricing feature provides a simple intuitive Interest Rate Calculation but also enables you to drill into the Yield Curve construction and Credit Risk Components so you can understand how we arrived at the final values for your intercompany loan obligations.
  • Easy to share insights
    With the new export function, you can download a report in either PDF or Word format giving you the complete flexibility to share all of your analysis and the critical information that’s important to your business.
Request a Demo

Understand what you could recover with LossStats™ Model.

Having an exposure to a distressed firm, and a potential default is a real possibility. Your concern drives not only from the possibility of that default, but what you can expect to recover, or lose, if default occurs. Understanding potential recovery and a default can be hard to accomplish, with many approaches relying on standardized assumptions. With LossStats Model you have an alternative.

This default and recovery approach helps you estimate the loss and recovery levels of global fixed income and lending facilities, taking into account industry and instrument specific characteristics. Calibrated upon a proprietary database covering more than 4,000 US bond and loan recoveries spanning over 30 years, and 1,000 European bond and loan recoveries spanning over 13 years.

Download the brochure

Your One-Stop-Shop for Credit Insights on Chinese Private Companies

The China Credit Analytics platform integrates S&P Global Market Intelligence's localized credit analytics, featuring data from over 20 million Chinese private companies and our quantitative credit models calibrated to local default data.

It offers a one-stop-shop solution for users to search, evaluate, and monitor the credit profiles of Chinese Small and Medium-sized Enterprises (SME).

Generate credit insights on Chinese Small and Medium-sized Enterprises (SME) using differentiated content and localised analytics with outputs that broadly align with credit ratings.

  • Search and screen over 20 million Chinese private companies.
  • Utilize S&P Global Market Intelligence's Probability of Default Fundamental (PDFN) model calibrated to Chinese default data to analyze local companies in China.
  • Leverage the credit workflow tools to perform batch scoring and the credit risk dashboard to visualize a credit profile for a portfolio of entities.
  • Access 1 million larger Chinese SME's pre-scored Probability of Defaults with industry and provincial level benchmarks.
  • Take advantage of the dual language user interface that supports both Chinese and English languages.

Request a demo

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 as varied as the Ukraine-Russia War, Global Water Scarcity, and Global Cyber Attacks.

  • Quantify credit risk impacts on counterparties and investments with scenario what-if analysis that leverages inputs including economist projections and S&P Global Ratings’ credit ratings, and the outputs of Credit Analytics’ fundamentals-based statistical models.
  • Explore the impact of future scenarios with a model trained on S&P Global Ratings’ credit ratings* that leverages the historical statistical relationship observed between credit ratings’ changes and corresponding macroeconomic conditions.
  • Generate probability of default (PD) results for the full-term structure, from one month through to 39 years, and monitor changes via alerts if an entity breaches a pre-set threshold.
  • Stress credit scores for your counterparty exposures, make informed investment decisions and support expected credit loss calculations required by IFRS 9 and CECL accounting standards.**

* 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.

Request a Demo
  • Counterparty & Customer Credit Risk
  • Climate Risk Scenario Analysis
  • Quantitative Credit Assessment Models
  • Credit Risk Pricing
  • Loss and Recovery Analytics
  • Chinese Market Credit Analysis
  • Macroeconomic Stress Testing

Insights

 

BLOG –

Industry Credit Risk Trends During Economic Uncertainty Comparing Historical vs Forecasted Trends

BLOG –

Corporate Credit Risk and Climate Change: Energy Transition Opportunities and Physical Risk Challenges

BLOG –

The Party is over for Party City

BLOG –

How to Assess Risk Appetite in Trade Credit

Automate your Credit Risk Workflow

Transform the way you monitor and manage risk by automating your credit risk workflow. We provide seamless integration options to help you create cost and efficiency savings and increase competitiveness.

Credit Analytics models, scores and data are:

  • Available through multiple delivery channels including cloud (Snowflake), API solutions, and our powerful feed delivery solution Xpressfeed™
  • Fully integrated in the S&P Capital IQ platform and S&P Capital IQ Pro and Excel® Plug-in
  • Accessible via the credit approval portfolio tool from Cubelogic.

SPEAK WITH AN EXPERT

  • ProSpread™

Automatically extract and spread data from Images and PDF financial statements with ProSpread

Eliminate the time-consuming process of manually inputting financial statement data into your tools with ProSpread, a powerful workflow solution for automatically extracting and spreading data from financial statements. With ProSpread’s Optical Character Recognition technology, your credit risk and analytical teams can:

  • Extract the data you need from financial statements in multiple languages and spread this into the appropriate data fields seamlessly. 
  • Go beyond data extraction and obtain insights. With our Credit Analytics suite of analytical models, you can score companies with extracted financials, in a matter of minutes.
  • Provide an essential audit trail of any changes that have been made to extracted data with the Auditability functionality by clicking through to the source of the financial item.
  • Balance financial statements with the Balancing function helping you detect if the data is deficit or overage and apply the provided suggestions.
  • Extract and focus on the essential information you need with the Image Carousel that helps you easily extract individual pages from financial statements.
Request Follow Up
  • ProSpread™

Insights

 

BLOG –

Building Competitive Advantage and Avoiding Pitfalls with Credit Risk Automation

BLOG –

Unlock the Benefits of Automating your Direct Lending Workflow

PODCAST –

Next in Tech | Episode 109 Dealing with uncertainty in risk modeling

WEBINAR REPLAY –

How Automated Early Warning Indicators Can Help You Navigate Economic Uncertainties Ahead

Find out more.

REQUEST A DEMO

  • Best Counterparty Data Project or Initiative - 2023

    Inside Market Data & Inside Reference Data

  • Most Innovative Regulatory Solution Climate Risk - 2023

    Inside Market Data & Inside Reference Data

  • First Name*
  • Last Name*
  • Business Email Address*
  • Business Phone*
  • Company (full legal entity)*
  • Job Title*
  • City*

  • We generated a verification code for you

  • Enter verification Code here* Verification Code is required.

*Required