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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