Get a Deeper Perspective of your Credit Risk Exposure

Mitigate the impact of risk before it materializes with Credit Analytics.  

Monitoring emerging credit risk before it hits the financial statement can be challenging. Especially when looking over hundreds or thousands of counterparties.  

  • Anticipate potential exposure with effective early warning signals of increasing counterparty risk from Probability of Default Model Market Signals (PDMS). Our sophisticated equity market-driven model provides timely indications of changing default risk, giving you the time, and insight to act with confidence. 
  • Explore how future economic scenarios may impact credit risk with Macro-Scenario Model. Quantify credit risk impacts on counterparties and investments and gauge how a firm’s credit risk may change by leveraging either user-defined or pre-defined forward-looking macroeconomic scenarios.

PD Model Market Signals Sample Output
CA PDMS Image.jpg
Source: PD Model Market Signals, S&P Global Market Intelligence, April 2020. For illustrative purposes only.

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