Simulate the impact of future eventualities on credit risk.


Explore how future economic events may impact the credit risk of your counterparties and investments with the Macro-Scenario Model from Credit Analytics.

  • Quantify credit risk impacts on counterparties and investments with scenario what-if analysis that leverages inputs including economist projections and S&P Global Ratings’ credit ratings, and the outputs of Credit Analytics’ fundamentals-based statistical models.
  • Explore the impact of future economic events with a model trained on S&P Global Ratings’ credit ratings that leverages the historical statistical relationship observed between credit ratings’ changes and corresponding macroeconomic conditions.
  • Generate probability of default (PD) results for the full-term structure, from one month through to 39 years, and monitor changes via alerts if an entity breaches a pre-set threshold.
  • Stress credit scores for your counterparty exposures, make informed investment decisions and support expected credit loss calculations required by IFRS 9 and CECL accounting standards.
  • Get easy access to scenario results via Tearsheets, RiskGauge™ Reports and Scoring UI on the S&P Capital IQ platform.



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