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Credit Risk Models

Using a multi-pronged approach comprising several models, our suite of Credit Risk Models quantitatively assess and predict credit risk and the probability of default, using mapping to traditional letter grades and ranked to produce 1-100 percentile scores.

Benefits

How our Credit Risk Models can benefit you  

The main advantage of our Credit Risk models over the credit rating agencies is that our models are updated daily, based on all new available data and text inputs. In most cases, that makes them more responsive and actually predictive of the direction an agency is likely to revise toward if they do.

Buy side managers can use Credit Risk Models to mitigate portfolio risk. It is also an ideal tool for a Risk manager to identify attractively priced securities relative to their risk. Financial Institutions can utilize Credit Risk Models for risk management and allocation of credit reserves. And Corporations use these Models for assessing cost of capital and monitoring counterparty risk.

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