Credit Analytic Solutions
Transforming Credit Risk Management

Trends & Commentaries

Risk Insight: Trump’s Tweets: Presidential Drivers Of Credit Risk

February 6, 2017   //   By James Elder

President Donald Trump has on several occasions used Twitter to both criticize and praise specific companies that either align or go against his policy positions, primarily around government spending and the outsourcing of jobs to other nations like Mexico. Trump’s willingness to directly call out firms over Twitter has introduced a never before seen dynamic…

Comparing Apples With Oranges: Probability Of Default vs. Credit Scoring Model Outputs

December 7, 2016   //   By Giorgio Baldassarri

Fundamentals-based credit risk models usually come in two flavors, depending on the asset class they aim to cover: Probability of Default (PD) models, abundant in small and medium enterprises, which are trained and calibrated on default flags. Scoring models that usually exploit the ranking power of an established rating agency, to estimate the credit score…

Distressed Company Credit Strength – Finding The Path To Recovery

December 6, 2016   //   By Giorgio Baldassarri

In my recent blog “Gauging Credit Risk Drivers Using Absolute Contribution and Sensitivity Analysis”, I discussed how Contribution Analysis and Sensitivity are powerful analytic tools for seeking to identify main drivers of a company’s credit risk. Detailing how absolute contribution shows which input has moved furthest from the best condition, whilst sensitivity analysis tells us what…

Credit Analytics – Now Fully Integrated Into The S&P Capital IQ Platform