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HOME > Client Solutions > Products > Credit & Risk > CreditPro®
CreditPro®

Enhance the rigor and veracity of your credit risk assessments by integrating rating transition matrices and default and recovery rates that are tailored to reflect your specific portfolio and risk management requirements.

Overview

Efficiently evaluate probabilities of default based on S&P Global Ratings' default and ratings migration data covering more than 15,000 companies, 175,000 debt instruments, 200,000 structured finance tranches, and over 175 sovereign entities across the globe.

This robust analytic tool helps you formulate future default and ratings migration scenarios, and validate internal rating systems used for credit risk analysis. Consistently defined, measured and maintained, CreditPro's comprehensive data sets can support the development, calibration and/or backtesting that analytical risk valuation models must meet today.

Ratings Migration, Default and Recovery Rates

Key Features

Deep Default Analysis
CreditPro harnesses our comprehensive ratings data repository from S&P Global Ratings into a user-friendly web-based application configured to allow you to effectively research and calculate rating transition matrices and default rates to focus on your specific investment and risk management needs.
Track Credits in Transition
Calculate key risk metrics including marginal-, cumulative-default rate and default correlation reports for companies, sovereigns or securitized debt over specified timeframes. CreditPro allows you to easily modify a variety of report parameters such as industry and region, enhancing your own credit risk assessments by incorporating comparable historical ratings movements of similarly rated obligors or issues.
Loss Recovery
CreditPro captures credit loss information on more than 4,500 defaulted bank loans and high yield bonds, as well as other debt instruments totalling more than $932 billion in defaulted principal. The database features more than 1,000 public and private U.S. companies that have defaulted since 1987.

Key Features

Deep Default Analysis
CreditPro harnesses our comprehensive ratings data repository from S&P Global Ratings into a user-friendly web-based application configured to allow you to effectively research and calculate rating transition matrices and default rates to focus on your specific investment and risk management needs.
Track Credits in Transition
Calculate key risk metrics including marginal-, cumulative-default rate and default correlation reports for companies, sovereigns or securitized debt over specified timeframes. CreditPro allows you to easily modify a variety of report parameters such as industry and region, enhancing your own credit risk assessments by incorporating comparable historical ratings movements of similarly rated obligors or issues.
Loss Recovery
CreditPro captures credit loss information on more than 4,500 defaulted bank loans and high yield bonds, as well as other debt instruments totalling more than $932 billion in defaulted principal. The database features more than 1,000 public and private U.S. companies that have defaulted since 1987.

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