Credit Analytics | S&P Global Market Intelligence

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

COVID-19 Credit Risk Impact on Industries

S&P Global RiskGauge Reports
Climate Credit Analytics
Scores and Probability of Default
Credit Risk Pricing
Loss and Recovery Analytics
S&P Global China Credit Analytics Platform
Expanded PD Framework

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

Assessing a company’s credit risk can be challenging and time consuming due to differing filing obligations, and inconsistent timeliness, availability and quality of data.

Get a detailed picture of a company’s credit risk with RiskGauge Reports from S&P Global Market Intelligence. These comprehensive credit reports, applicable for over 50 million public and private companies worldwide−including small- and medium-enterprises (SMEs), are powered by dynamic analytical models and robust data including:

S&P Global RiskGauge Score provides a holistic credit risk score comprising elements of a company’s PD Model Fundamentals, PD Model Market Signals, and CreditModel™ scores.
PaySense identifies potential delays of trade payables by leveraging historical trade payable data and macroeconomic factors.
MaxLimit identifies maximum exposure limits by analysing a customer’s financial and industry risks, and supplier’s risk appetite.

REQUEST A DEMO

Assess credit risks under multiple climate scenarios

Climate change has created a need to evaluate the impact of different climate-related scenarios on counterparties, investments, and portfolios. To support these efforts, S&P Global Market Intelligence and Oliver Wyman present Climate Credit Analytics, a climate scenario analysis and credit analytics model suite. These tools combine S&P Global Market Intelligence’s data resources and credit analytics capabilities with Oliver Wyman’s climate scenario and stress-testing expertise.

Climate Credit Analytics is designed to:

Enable users to perform climate stress testing and scenario analysis, as well as comply with the Task Force on Climate-related Financial Disclosures (TCFD) recommendations
Meet growing requirements from regulators, investors, and other stakeholders to assess, disclose, and manage climate risks
Provide information and analysis to decision-makers as the conversation around climate risk continues to grow

Learn More

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 >
The Macro-Scenario Model enables users to gauge how a firm’s credit risk may change by leveraging either user-defined or pre-defined forward-looking macroeconomic scenarios. Download the brochure >

^{*Pre-score coverage as of November 11, 2022.}

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.

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

Missing financials?

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.

This innovative approach captures important credit risk drivers, and is based on our PD Fundamentals Model, incorporating both financial and business risk dimensions to generate an overall PD score.

Talk to an expert

S&P Global RiskGauge Reports
- S&P Global RiskGauge Reports
  
  Easily assess the credit risk of over 50 million public and private companies worldwide.
  Assessing a company’s credit risk can be challenging and time consuming due to differing filing obligations, and inconsistent timeliness, availability and quality of data.
  
  Get a detailed picture of a company’s credit risk with RiskGauge Reports from S&P Global Market Intelligence. These comprehensive credit reports, applicable for over 50 million public and private companies worldwide−including small- and medium-enterprises (SMEs), are powered by dynamic analytical models and robust data including:
  
  S&P Global RiskGauge Score provides a holistic credit risk score comprising elements of a company’s PD Model Fundamentals, PD Model Market Signals, and CreditModel™ scores.
  
  PaySense identifies potential delays of trade payables by leveraging historical trade payable data and macroeconomic factors.
  
  MaxLimit identifies maximum exposure limits by analysing a customer’s financial and industry risks, and supplier’s risk appetite.
  
  REQUEST A DEMO
Climate Credit Analytics
- Climate Credit Analytics
  
  Assess credit risks under multiple climate scenarios
  Climate change has created a need to evaluate the impact of different climate-related scenarios on counterparties, investments, and portfolios. To support these efforts, S&P Global Market Intelligence and Oliver Wyman present Climate Credit Analytics, a climate scenario analysis and credit analytics model suite. These tools combine S&P Global Market Intelligence’s data resources and credit analytics capabilities with Oliver Wyman’s climate scenario and stress-testing expertise.
  
  Climate Credit Analytics is designed to:
  
  Enable users to perform climate stress testing and scenario analysis, as well as comply with the Task Force on Climate-related Financial Disclosures (TCFD) recommendations
  
  Meet growing requirements from regulators, investors, and other stakeholders to assess, disclose, and manage climate risks
  
  Provide information and analysis to decision-makers as the conversation around climate risk continues to grow
  
  Learn More
Scores and Probability of Default
- Scores and Probability of Default
  
  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 >
  
  The Macro-Scenario Model enables users to gauge how a firm’s credit risk may change by leveraging either user-defined or pre-defined forward-looking macroeconomic scenarios. Download the brochure >
  
  ^{*Pre-score coverage as of November 11, 2022.}
Credit Risk Pricing
- Credit Risk Pricing
  
  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.
Loss and Recovery Analytics
- Loss and Recovery Analytics
  
  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
S&P Global China Credit Analytics Platform
- S&P Global China Credit Analytics Platform
  
  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
Expanded PD Framework
- Expanded PD Framework
  
  Missing financials?
  
  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.
  
  This innovative approach captures important credit risk drivers, and is based on our PD Fundamentals Model, incorporating both financial and business risk dimensions to generate an overall PD score.
  Talk to an expert

Minimizing Counterparty Risk in Supply Chains

ProSpread™
Workflow Solutions
Manage Your Exposure

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

Simplify your credit risk assessment workflow.

Origination
Dive in with intuitive screening to find potential prospects or investments by geography, sector, rating, credit score, stock price, market cap, estimates, and financials.

Analysis
Generate quantitative credit scores on global counterparties one-by-one or in a batch. Stress test scores with macro scenarios, such as economic shock. Conduct analysis at the entity level or on your aggregate portfolio.

Monitoring & Surveillance
Group counterparties into Watch Lists and monitor through dashboards or custom Excel templates suited to your needs with activate alerts.

TALK TO AN EXPERT

Manage your exposure and reporting obligations.

360-degree perspective of risk
Our market and fundamental credit indicators comprehensively track your counterparties' creditworthiness, from early warning signals to a long term view of risk.

One-stop shop
Only S&P Global Market Intelligence combines a core competency in financial market data with a history in credit analysis dating back 120+ years.

Use our statistics to track industry trends
We pre-calculate PDs and credit scores on 730,000+ public and private companies globally and aggregate over 15,000+ credit benchmarks covering 150 countries and industries, plus major equity indexes.

TALK TO AN EXPERT

ProSpread™
- 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
Workflow Solutions
- Workflow Solutions
  
  Simplify your credit risk assessment workflow.
  
  Origination
  Dive in with intuitive screening to find potential prospects or investments by geography, sector, rating, credit score, stock price, market cap, estimates, and financials.
  
  Analysis
  Generate quantitative credit scores on global counterparties one-by-one or in a batch. Stress test scores with macro scenarios, such as economic shock. Conduct analysis at the entity level or on your aggregate portfolio.
  
  Monitoring & Surveillance
  Group counterparties into Watch Lists and monitor through dashboards or custom Excel templates suited to your needs with activate alerts.
  TALK TO AN EXPERT
Manage Your Exposure
- Manage Your Exposure
  
  Manage your exposure and reporting obligations.
  
  360-degree perspective of risk
  Our market and fundamental credit indicators comprehensively track your counterparties' creditworthiness, from early warning signals to a long term view of risk.
  
  One-stop shop
  Only S&P Global Market Intelligence combines a core competency in financial market data with a history in credit analysis dating back 120+ years.
  
  Use our statistics to track industry trends
  We pre-calculate PDs and credit scores on 730,000+ public and private companies globally and aggregate over 15,000+ credit benchmarks covering 150 countries and industries, plus major equity indexes.
  TALK TO AN EXPERT

How Can Credit Analysts Leverage Data on 50Mn SMEs?

Learn More

Flexible Delivery Options

Credit Analytics models, scores and data are:

Fully integrated in the S&P Capital IQ platform and Excel® Plug-in
Available through multiple delivery channels: cloud (Snowflake), API solutions, or our powerful feed delivery solution Xpressfeed™
Our content is also available via the Order to Cash (O2C) platform provider HighRadius. Working closely with our customers, we provide seamless integration options to support your automation of credit risk workflows.

Smart tools for smart decisions.

Request a demo >

Get the full picture of your credit risk exposure.
Analytical Models

Credit scores that broadly align with ratings from S&P Global Ratings.
Peer Benchmarks

Compare & monitor company risk scores against country, industry, and equity index-based peers.
Transparent Outputs

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.
Qualitative Information

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.

Explore All Features

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A Guide to Minimizing Counterparty Risk

GET THE GUIDE

Industries Most and Least Impacted by COVID-19: A Market-Implied Probability of Default Perspective

Using Credit Analytics’ Probability of Default (PD) Model Market Signals, which leverages market capitalization and asset volatility as drivers to help you calculate the credit risk of public companies, has allowed us to look at industries that have experienced the greatest credit risk disruption in the last 18 months as well as those that have seen the largest recovery.

Highlights include:

Synchronized global shock
‘New Normal’ and what that means
Uneven recovery leads to new trends within certain industries
Emerging risks impact recovery

See the full infographic here

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Find out more.

REQUEST A DEMO

Get Our Insights

Blog

Q&A: Data That Delivers - Automating the Credit Risk Workflow

Blog

Trade Payment Risk Is Not Necessarily Default Risk

Blog

Managing Trade Credit Exposures in Times of Crisis Impact of COVID-19 and an Oil Price War

Blog

Successfully Navigating the Complexity of Intercompany Financing

Blog

Gauging Credit Risk Through A Multidimensional Lens

Blog

A Utility Company Efficiently Sharpens Its Focus on the Credit Risk of New Customers

Blog

The Future of Risk Management: Digitization in Credit Risk Management

Blog

Post-webinar Q&A: Global Credit Risk Trends 2021 and Beyond

Blog

Industries Most and Least Impacted by COVID-19 A Market-Implied Probability of Default Perspective

Best Data Analytics Provider Winner - 2019

Waters Ranking
Best Risk Data Aggregation Provider Winner - 2019

Inside Market Data, Inside Reference Data
Best Counterparty Data Provider Winner - 2018

Inside Reference Data
IFRS 9 ECL Modelling Solution of the Year Winner – 2018

Risk Technology
Best Data Analytics Provider Winner -2018

Waters Ranking

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The essential solution for global counterparty credit risk analysis.

COVID-19 Credit Risk Impact on Industries

S&P Global RiskGauge Reports

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

Climate Credit Analytics

Assess credit risks under multiple climate scenarios

Scores and Probability of Default

Get the full picture of your credit risk exposure

Credit Risk Pricing

Price transactions and factor credit risk into your company valuations

Loss and Recovery Analytics

Understand what you could recover with LossStats™ Model.

S&P Global China Credit Analytics Platform

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

Expanded PD Framework

Missing financials?

Minimizing Counterparty Risk in Supply Chains

ProSpread™

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

Workflow Solutions

Simplify your credit risk assessment workflow.

Manage Your Exposure

Manage your exposure and reporting obligations.

How Can Credit Analysts Leverage Data on 50Mn SMEs?

Flexible Delivery Options

Smart tools for smart decisions.

Get the full picture of your credit risk exposure.

Explore All Features

A Guide to Minimizing Counterparty Risk

Industries Most and Least Impacted by COVID-19: A Market-Implied Probability of Default Perspective

Find out more.

Get Our Insights

Best Data Analytics Provider Winner - 2019

Best Risk Data Aggregation Provider Winner - 2019

Best Counterparty Data Provider Winner - 2018

IFRS 9 ECL Modelling Solution of the Year Winner – 2018

Best Data Analytics Provider Winner -2018