Credit Analytic Solutions
Transforming Credit Risk Management


High Yield Debt: Rising Demand in a Suppressed Yield Environment

November 1, 2013

Record issuance in Europe and strong fund inflows, combined with declining yields and the aversion of economists and policy holders to any bubble-like markets, have made high yield bonds a widely discussed topic this year. However, each year this asset class attracts new investors and appears to be gaining wider institutional acceptance. In this article,…

Keeping a Pulse on Risk: Using Daily Credit Metrics to Monitor Exposures and Identify Investment Opportunities

September 12, 2013   //   By Silvina Aldeco Martinez and Bruce Christie

Due to a volatile credit environment and working capital shortages, companies continue to be susceptible to sharp falls in creditworthiness even in an economic upturn, and it’s becoming ever more difficult for market players to anticipate build-ups of credit risk exposure amongst their counterparties or in their portfolios. As such, timely credit risk monitoring has…

No Such Thing as An Average Loss: How to Estimate Accurate LGD for Large Obligors

June 1, 2013   //   By

In recent years, the global banking industry has invested large sums building ‘dual rating’ credit risk systems that can take separate account of each lending transaction’s ‘probability of default’ (PD) and ‘loss given default’(LGD). However, banks lending to wholesale sector clients such as corporations, banks, the public sector or major industrial or infrastructure projects, direct…

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