Credit Risk Assessment for the Rated and Unrated Universe

Measure and Monitor Credit Risk Exposure Across Counterparties

We understand the importance of active monitoring and management of credit risk. That's why we're committed to providing Barclays with the tools to effectively manage credit risk exposure.

Rated Universe

Quickly gain valuable credit risk insight with RatingsDirect® on the S&P Capital IQ platform. We provide you with a clear view of the fixed income markets at the industry, company and issuer levels, as well as extensive credit ratings and research that covers Corporates, Financial Institutions, Insurance, Structured Finance, Government, U.S. Public Finance, Project and Infrastructure Finance across the globe.

Login to RatingsDirect to read the latest research on the economic and credit implications of COVID-19 and the shape of recovery.

Unrated Universe

Effectively assess creditworthiness and limit losses with S&P Global Market Intelligence’s Credit Assessment Scorecards which provides a framework to help navigate today’s climate and assess the probability of a default (PD). This is especially important for “low default” portfolios that lack extensive internal data necessary for the construction of statistical models that can be robustly calibrated and validated.

Our universe of probability of default (PD) and loss-given default (LGD) offerings covers over 70 Scorecards sector-specific, globally applicable sector and geographic coverage for all major asset classes, governments, real estate, and project finance.

Credit Assessment Scorecards includes:

  • Microsoft Excel based model that provides a consistent framework for calculating credit risk.
  • Identification of Default Risk through a granular 20-point rating scale. Users can generate PD and LGD values and perform sensitivity analyses, scenario analyses, and stress tests.
  • Scores that are designed to broadly align with S&P Global Ratings1 supported by historical default data dating back to 1981.

Easily assess the potential default of your counterparties and investments with our suite of market and fundamentals driven analytical models that deliver probability of default (PD) and credit scores that broadly align with S&P Global Ratings for over 5 million public and private companies globally. You can also access pre-scores, or create scores with your own proprietary data for effective credit risk management.

  • Leverage both financial data and the most relevant macroeconomic data to generate a quantitative credit score that is designed to broadly align with credit ratings by S&P Global Ratings with CreditModel.
  • Generate a probability of default (PD) value over a one- to more than 30-year horizon for public and private corporations of any size, and maps them to our credit scores with PD Model Fundamentals.
  • Gain a market-driven analysis of credit risk that links market movements to a company’s PD with PD Model Market Signals. The model generates short-term PD values that are updated daily to reflect current market information, and are then mapped to a credit score.
Streamline your counterparty credit risk assessment with RiskGauge Reports from S&P Global Market intelligence. These detailed business credit reports are powered by dynamic analytical models and extensive private company data, and are available for over 50 million public and private companies across the globe—including small- and medium-enterprises (SMEs).

Build Digital Ecosystems to Enhance Customer Experience 

Financial statements delivered via PDF require repeated and extensive manual effort to extract and spread relevant financial data points for analysis. ProSpread™ can do the heavy lifting for you by leveraging Natural Language Processing, combined with Optical Character Recognition. Learn more >

A One Stop Shop for Private Company Data

Whether researching prospective investments, locating M&A targets, or monitoring portfolio companies, our robust private company data on nearly 5 million private companies around the globe – including revenue, total amount raised, headcount, rounds of funding, investors, and more – can give you the confidence to take action and leave the crowd behind. Learn more >

Factor ESG into your Credit Risk Analysis

Evaluate ESG credit relevant factors alongside traditional credit analysis and assess their impact on individual credit risk factors with Credit Assessment Scorecards from S&P Global Market intelligence. Some Scorecards are enhanced to include visualized environmental, social and governance (ESG) analysis, which may be used for stress-testing, financial projections, and advanced risk management.

Assess the climate exposure of your portfolios

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, combining S&P Global Market Intelligence’s data resources and credit analytics capabilities with Oliver Wyman’s climate scenario and stress-testing expertise. Learn more >.

Article: Assessing the Impact on Creditworthiness as Companies Transition to a Low Carbon Economy
Webinar Replay: Assessing The Impact Of Climate-Related Transition Scenarios on Public Firms' Creditworthiness
Webinar Replay: Assessing the Impact of Climate-Related Transition Scenarios on Oil & Gas Firms' Creditworthiness

Latest Credit Risk Research

Our credit and risk specialists leverage our data, analytics and default models, providing you with a robust view of what is happening in the world of credit. Read our latest research >

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 PD credit model scores from the credit ratings issued by S&P Global Ratings.

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