Credit Analytic Solutions
Transforming Credit Risk Management


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Annual Global Project Finance Default And Recovery Study, 1980-2014

August 18, 2016   //   By Arnold Gevero

Executive Summary The Project Finance Default and Recovery Study (“PF Study” or “Study”) is an annual update to the report published by S&P Global Market Intelligence’s Risk Services group in November 2014 analyzing the default and recovery performance of project finance debt issues worldwide. This study is based on an updated aggregate-data repository from a…

CreditModel Financial Institutions – A State-of-the-Art Scoring Model for Banks and Insurance Companies

August 12, 2016   //   By Giorgio Baldassarri, Tripolotakis, Geroge, Angelopoulos, Georgios and Wu, Yi

Developing a statistical model to assess the credit risk of financial institutions is a formidable challenge mainly because: Financial institutions tend to be highly heterogeneous from a credit risk point of view The sector exhibits low default frequency The sector’s default frequency is volatile over time Therefore it is common belief that the assessment of…

CreditModel Corporates 2.6 – A Global Scoring Model Specializing in the Analysis of Unrated Firms and Low Default Scores

August 8, 2016   //   By Giorgio Baldassarri, Wu, Fiona and Chen, Alma

Credit risk assessment of low default asset classes is traditionally performed with the aid of scorecard models internally developed at financial institutions/large firms or via expert opinions of creditworthiness offered by traditional credit rating agencies. The former approach usually is quite time-consuming, because it requires retrieval of company financials, deep analysis and assessment of many…

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