Credit Analytic Solutions
Transforming Credit Risk Management

Whitepapers


Understanding Drivers Of Credit Risk

January 23, 2017   //   By Giorgio Baldassarri

Differences and Similarities of the Credit Risk Assessment of a Non-Financial Corporation, via a Probability of Default and a Scoring Model Since the introduction of Altman’s Z-score for U.S. corporations in 1968,[1] there has been a proliferation of statistical models that combine financial ratios, socio, and macroeconomic factors with advanced mathematical techniques to estimate the credit-worthiness…

PD Model Market Signals: 2016 Recalibration

November 23, 2016   //   By Georgios Angelopoulos, Giorgio Baldassarri and George Tripolitakis

Recalibration of PD Model Market Signals for 2016 and it’s Impact on Model Behaviour and Performance S&P Global Market Intelligence recently recalibrated PD Model Market Signals (PDMS) for both corporate companies and financial institutions to reflect the latest default experience and market behavior since the model’s inception in 2011. At the same time, we managed…

PD Model Fundamentals – Private Corporates

September 29, 2016   //   By Antonios Sitsanis, Giorgio Baldassarri and George Tripolitakis

Detangling Financial Risk From Business Risk In A Probability Of Default (PD) Model The ability of corporations to conduct their business and access funding has dramatically weakened amid ongoing global financial market turmoil on an unprecedented scale. Following the so-called “credit crunch,” banks have substantially and steadily decreased available liquidity for loans in North America…

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

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