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Factor ESG in Credit Risk Analysis

S&P Global Market Intelligence’s Credit Assessment Scorecards provide credit and risk management professionals with the essential tools to identify and manage potential default risks of private, publicly-traded, rated, and unrated companies and government entities, across a multitude of sectors.

Our ESG Enhanced Credit Assessment Scorecards can help fixed-income investors and other clients identify and understand the impact of ESG risk on creditworthiness in their portfolios.

Benefit from:

  • Expert judgment - Deliver credit risk assessments that incorporate your opinions through adjustments to both quantitative and qualitative risk factors and commentary on your analysis. Point-in-time (PiT) factors combine with forward-looking qualitative factors, converging trends, and relationships between key drivers to provide a full picture of credit risk.
  • Default Risk through a granular 20-point rating scale. Users can generate probability of default (PD) values for portfolios and perform sensitivity analyses, scenario analyses, and stress tests.
  • Scores that are designed to broadly align with S&P Global Ratings1 supported by historical default data dating back to 1981.
  • ESG factors’ impact on creditworthiness, which is part of a holistic approach to assessing credit risk. ESG credit factors are considered in detail, enabling the organization to assess its impact on credit risk while working through the regular credit assessment process.
  • Microsoft Excel-based model that provides a consistent framework for calculating credit risk.
  • Technical documentation describing the analytical/statistical processes used to develop the model, identifying the data used in the construction, and providing testing performance results.
  • Scorecard implementation and application training workshops in your preferred/native language.

Request a complimentary demo

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Credit Risk teams value having:


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Proven Methodology
Leverage 150 years of S&P Global subject-matter expertise in credit assessment, ratings, sector specific knowledge and ongoing research and development.
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Ongoing support
Supported by comprehensive and targeted training, ongoing methodology updates and maintenance as well as analytical support and access to our analysts
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Aligned with regulation
Aligned with Bank for International Settlements / International Financial Reporting Standards 9 regulation-widely used for more than a decade.

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Complete solution
Measure the default and recovery risk and provide credit professionals with the ability to score counterparties and facilities of any size, in any geography

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Consistency
Standardized and transparent structure allows for replicability year-to-year, analyst-to-analyst and easy auditability.
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Transparency
In-depth model development and maintenance documentation helps you meet regulatory requirements.
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Analytical confidence
Follow a robust roadmap to assess creditworthiness, focusing on the key risk factors most predictive of default risk, supported by historical default data dating back to 1981
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Seamless updates
We ensure that each scorecard remains analytically sound and that the scoring criteria and User Guide are kept up-to-date with a rigorous annual methodology review process
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Quick deployment
Unlike other solutions, our Scorecards are an out-of-the-box solution, so you can free up resources in your company to increase efficiency throughout your business

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Predictive and powerful
Performance testing with 75% of Scorecard outputs within one notch of public credit ratings as well as Identification of default risk through a granular 20-point rating scale
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Automation
Automates the spreading of financial data from S&P Capital IQ using the Excel “Plug-in” feature
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Extensive sector coverage
70+ scorecards offer sector-specific, globally applicable sector and geographic coverage for all major asset classes, governments, real estate, and project finance


Credit Assessment Scorecards: 6 Key Sectors

  • Financial Institutions – Banks, Insurance, Brokers/Dealers, etc.
  • Corporates – Large Corporations, Small & Medium Enterprises (SMEs), Commodity Traders, and various other sector-specific scorecards
  • Governments – Sovereigns, Local and Regional Governments, US Public Finance (PFAST)
  • Real Estate – Commercial Real Estate (CREST), Real Estate Investment Trust (REITs), Real Estate Developers
  • Project Finance – Energy, Infrastructure, etc.
  • Specialized Finance – Asset Finance (Aviation, Shipping), Structured Trade and Commodity Finance


Watch what our thought leaders have to say about our ESG Enhanced Scorecards.

 • Webinar: Factoring ESG in Credit Risk Analysis. Watch here
 • Case Study: Leveraging a Comprehensive Project Finance Credit   Assessment Scorecard. Read more

1S&P Global Ratings does not contribute to or participate in the creation of credit scores generated by S&P Global Market Intelligence. Lowercase nomenclature is used to differentiate S&P Global Market Intelligence PD credit model scores from the credit ratings issued by S&P Global Ratings.

Contact us to learn more about our ESG Enhanced Scorecards
 
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