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Rating Transition, Default, and Recovery Rate Analytics

CreditPro provides a comprehensive picture of your credit risk exposures with access to authoritative default, transition and recovery data, and powerful database and analytic tools.

With CreditPro, you can:

  • Evaluate probabilities of default based on S&P Global Ratings default and ratings migration data
  • Integrate rating transition matrices, and default and recovery rates that are tailored to your portfolio in your credit risk assessments
  • Access credit loss information on 5,000+ defaulted bank loans and high yield bonds on 1,000+ public and private U.S. companies

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Banks can minimize exposures using the AIRB methodology

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  • Tap into the rich history of S&P Global Ratings.

    Evaluate the probabilities of default based on S&P Global Ratings default and ratings migration data covering 17,000+ companies, 130,000+ securities, 120,000+ structured finance issues, and 160+ sovereign ratings across the globe. We also provide recovery analytics, trends, and performance data based on credit loss information dating from 1981, and compiled on $188B+ in defaulted principal from U.S. companies.

  • Gain Deep Default Analysis

    Enhance the rigor of your credit risk assessments by integrating rating transition matrices and default and recovery rates that are tailored to reflect your specific portfolio and risk management requirements. Discover 24x7x365 Customer Support and added data transparency to support your internal and external reporting requirements.

  • Track Credits in Transition

    Calculate the key risk metrics including marginal-, cumulative-default rate, and default correlation reports for companies, sovereigns, and securitized debt over specified timeframes. Easily modify a variety of report parameters such as industry and region, enhancing your own credit risk assessments by incorporating comparable historical ratings movements of similarly rated obligors or issues.

  • LossStats™

    CreditPro captures credit loss information on 5,000+ defaulted bank loans and high yield bonds, as well as other debt instruments totaling $932B+ in defaulted principal. The database features 1,000+ public and private U.S. companies that have defaulted since 1987.

  • Customize Your Calculations

    Easily modify several calculation and report parameters such as timeframe, region, country, and industry – generating more precise statistics and benchmarks to reflect the credits in your portfolio.

Why choose CreditPro for tracking credits in transition

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Latest Insights on Default Data



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A COVID-19 Systemic Risk Story in 7 Simple Charts

See a sample of data-driven charts that can answer questions on how this unprecedented slowdown could affect corporate credit risk.

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Webinar Replay


RatingsXpress®: S&P Global Ratings' Scores & Factors

During this one-hour complimentary webinar learn how to strengthen your credit risk modeling and assessments with RatingsXpress.

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Navigating Credit Risks from Trade Tariffs: Supply Chain Linkages

Explore the Panjiva supply chain management tool to look into macro, industry, and entity-level data to identify high risk areas which could be the most vulnerable to default under various trade tariff scenarios.

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Why choose CreditPro for analyzing default

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