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
S&P Global Market Intelligence. We provide essential insights for our clients through powerful business intelligence solutions that combine comprehensive data, actionable analytics
S&P Global Market Intelligence. We provide essential insights for our clients through powerful business intelligence solutions that combine comprehensive data, actionable analytics
