What is your potential loss position in the current volatile environment?

Evaluate potential losses and refine the assessment of your potential exposure to defaults with S&P Global Market Intelligence’s loss given default (LGD) models and scorecards. Complete your credit risk assessments with recovery analyses and valuate potential economic losses for a range of exposures in various asset classes with an extensive suite of LGD benchmark data, models and services.

Evaluate Potential Losses with S&P Global Market Intelligence

Employing S&P Global Ratings’ analytical methodologies, proprietary research and historical data to evaluate potential economic losses on a continuous scale, our models and scorecards incorporate qualitative and quantitative factors, and focus on sectors where default, and therefore recovery data is scarce.

Meet Your Regulatory Requirements

Develop and implementing LGD methodologies to support the Advanced Internal Ratings Based approach (AIRB) under Basel regulation
Validate and benchmark existing models and methodologies with access to LGD client data pooling and collection exercises by region and asset class, including project finance and leveraged finance
Produce facility-specific estimates of LGD in the low default environment with internal ratings-based methodology leveraging the analytical processes of S&P Global Ratings
Build customised LGD/EAD (exposure at default) estimation methodology using decision-tree frame works calibrated to S&P Global Market Intelligence data and best practices

Fully Transparent Methodology

Extensive sector coverage includes mid-size to large Corporates, Financial Institutions, Insurance Companies, Project Finance, Asset Finance, Real Estate, Trade Finance, Local & Regional Governments and Sovereigns
Access our LossStats® model and database of over 4,000 U.S. bond and loan recoveries spanning over 30 years and 1,000 European bond and loan recoveries spanning over 13 years

Request a demo today!

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What is your potential loss position in the current volatile environment?

Evaluate Potential Losses with S&P Global Market Intelligence

Request a demo today!

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