Credit Analytic Solutions
Transforming Credit Risk Management

Whitepapers


PD Model Fundamentals – Public Corporates

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

Detangling Financial Risk from Business Risk in a Probability of Default 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 and…

PD Model Fundamentals: Banks – A Pioneer Model For Assessing Bank Creditworthiness

September 15, 2016   //   By Giorgio Baldassarri and Alma Chen

During the recent global economic downturn, the number of banks that defaulted rose to unprecedented levels. However, the high default rate for banks was not captured by most existing models developed in the marketplace, be it by model vendors or internally by financial institutions, corporations, or investors. This is partly because many existing models are…

PD Model Market Signal: An Enhanced Structural Probability of Default Model

September 15, 2016   //   By Giorgio Baldassarri and Alma Chen

The recent turmoil experienced by global financial markets is characterized by highly volatile conditions that can quickly turn financially robust companies and financial institutions into weak ones, prone to default. In these conditions, it is critical that firms carefully monitor the evolution of the creditworthiness of their counterparties, by early screening and filtering of those…

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

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