Refine the assessment of your potential exposure to defaults with S&P Global Market Intelligence’s loss given default (LGD) models and scorecards.
Get a complete view of the depth and breadth of potential expected credit losses by combining probability of default (PD) and LGD.
Loss Given Default
Don’t Veer into Default Mode. Proactively Evaluate Loss Given Default.
Employ our unique approach to LGD estimation
A transparent methodology, combined with extensive sector coverage
Demonstrated Predictive Power
-
Understand Your Regulatory Requirements
Develop and implement LGD methodologies to support the Advanced Internal Ratings Based approach (AIRB) under Basel II. Enhance existing LGD models and methodologies in preparation for AIRB recognition. Validate and benchmark internally developed LGD models.
-
Distinguish Between the Good, the Bad, and the “Could-Default-At-Any-Time”
Separation of the two credit risk dimensions–probability of default (PD) risk and recovery risk–enables you to both analyze and manage the distinct risks in different ways. Facilities can be structured most effectively by minimizing expected losses.
-
Decision-Tree Models
Adhere to Basel II AIRB principles using Decision-Tree models, a Facility Risk Rating methodology that captures information and calculation of LGD & EAD for each facility.. Use your own empirical loss rates to the furthest extent possible in order to blend the available empirical data with in-depth analysis.
-
…and more.
Build customized LGD & Exposure at Default (EAD) estimation methodology using existing Decision-Tree frameworks calibrated to S&P Capital IQ platform data. Access various LGD client data pooling and collection exercises, by region and asset class, including Project Finance and Leveraged Finance. Access our LossStats® model and database of recoveries.
-
Additional Features
Increase the consistency, transparency, and granularity of your internal recovery ratings. Discover transparent and intuitive methodologies, all factors, weights and formulae are visible and documented, with detailed regulatory related documentation and on-site training.
LGD solutions, tailored just for you.
Put worry to bed by measuring your exposure to default and risk.
We play a vital role in helping you monitor your exposure.
-
IFRS 9 Impairment
Calculate LGD with our Basel Compliant scorecard used by credit institutions.
-
Data Enhancement
CreditPro® provides data on over 1000 defaulted public and private U.S. companies since 1987.
-
Proven Methodology
Leverage 150 years of S&P Global Ratings’ subject-matter expertise in credit assessment.
-
Extensive Coverage
Broad sector and unlimited geographic coverage with 60+ scorecards for private, public and rated companies.
-
Off the Shelf Solution
Requires no internal development, maintenance, resources and time, available immediately.
-
Updates and maintenance
We provide ongoing support, incorporating analytical changes and performance robust testing of models.
-
Easy and Quick Implementation
Scorecards are delivered in excel and are technology agnostic (implemented in any system)
Request a Demo
You're one step closer to unlocking our suite of comprehensive and robust tools.
Fill out the form so we can connect you to the right person.
"Best Provider" Winner,
2019 Waters Rankings Awards:
- Overall Data
- Data Analytics
- Alternative Data
- Market Surveillance
If your company has a current subscription with S&P Global Market Intelligence, you can register as a new user for access to the platform(s) covered by your license at Market Intelligence platform or S&P Capital IQ.
Thank you for your interest in S&P Global Market Intelligence! We noticed you've identified yourself as a student. Through existing partnerships with academic institutions around the globe, it's likely you already have access to our resources. Please contact your professors, library, or administrative staff to receive your student login.
At this time we are unable to offer free trials or product demonstrations directly to students. If you discover that our solutions are not available to you, we encourage you to advocate at your university for a best-in-class learning experience that will help you long after you've completed your degree. We apologize for any inconvenience this may cause.