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HOME > Client Solutions > Products > Credit & Risk > Credit Analytics
Credit Analytics

In today's complex markets, there are a multitude of factors that can quickly change the credit health of your counterparties and investments -- from fluctuating interest rates to country risk to new regulations. Your ability to reliably score and efficiently monitor potential risk exposure to the rated and unrated universe needs to not only keep up, but also surpass the pace of change.

Credit Analytics on the S&P Capital IQ platform

Identify weakening credit and strengthen surveillance with a range of quantitative models that generate short-, medium-, and long-term credit and probability of default (PD) scores that are designed to broadly align with credit ratings from S&P Global Ratings.

PD Model Fundamentals provides an innovative approach to assessing potential default that separates credit risk into two components - financial risk (based on financial ratios) and business risk (based on various systemic risk components, such as country risk). Pre-scores are available for more than 720,000 companies globally; you may also input your own proprietary data for further analysis.

CreditModel™ helps you evaluate the long-term credit strength of mid- and large-cap public and private financial institutions and corporations. Our a proprietary suite of statistical models use financial statement information to generate quantitative credit scores that statistically match credit ratings by S&P Global Ratings. Pre-scores are available for more than 58,000 companies worldwide. Alternatively, access the model engine directly to assess your proprietary information seamlessly and securely.

PD Fundamentals, our econometric model can help capture relevant risks when calculating counterparty’s probability of default (PD), and distance to default (DD), daily. Map PDs to lowercase letter credit scores (i.e. ‘bbb’) for increased comparability, and access a pre-scored database of over 67,000 companies dating back 15 years.

LossStats™ Model, built upon world-class default and recover data can help you estimate the loss and recovery levels of US, and European fixed income and lending facilities, taking into account industry and instrument specific characteristics.

Flexible delivery options now bring Credit Analytics models and data to you via native integration with the S&P Capital IQ platform and Excel Plug-in, API solutions to embed in internal and third party platforms, and bulk data feeds for credit ratings, financials, market data and more.

Optimize Your Workflow

Key Features

Analysis: Leverage models to generate quantitative credit scores on global counterparties, which can be scored one by one or in a batch. Share findings via a full Credit Memo, export or create dynamic PowerPoint slides by using the platform's PresCenter capabilities.
Monitoring & Surveillance: Group counterparties into watchlists, then monitor through dashboards or custom Excel templates. Activate alerts to get notified on changes to your risk exposure.
Origination: Dive into timely and transparent data on over 2 million companies. Screen for prospects or investments by geography, sector, rating, credit score, stock price, market cap, estimates, and financials. Input and save financials of private counterparties and share with colleagues.

Key Features

Analysis: Leverage models to generate quantitative credit scores on global counterparties, which can be scored one by one or in a batch. Share findings via a full Credit Memo, export or create dynamic PowerPoint slides by using the platform's PresCenter capabilities.
Monitoring & Surveillance: Group counterparties into watchlists, then monitor through dashboards or custom Excel templates. Activate alerts to get notified on changes to your risk exposure.
Origination: Dive into timely and transparent data on over 2 million companies. Screen for prospects or investments by geography, sector, rating, credit score, stock price, market cap, estimates, and financials. Input and save financials of private counterparties and share with colleagues.

Try Credit Analytics on the S&P Capital IQ platform.

Get the full picture of your credit risk exposure.