Standard & Poor's - Risk Solutions Credit Assessment Templates

Overview

Standard & Poor's Credit Assessment Templates provide banks, insurers, corporations and asset managers with a formalized expert-based judgment system for the assessment of obligor and facility risks for specific industry segments, based on Standard & Poor's credit ratings methodology, internal methodology, or a combination of both. Credit Assessment Templates include qualitative and quantitative factors and associated weightings which produce a numerical score. This score can be mapped to Standard & Poor's rating scale, an internal rating scale, or a probability of default (PD).

Credit Assessment Templates are an optimal solution where there is insufficient data to build a quantitative model, and when there is a need to evaluate low-default sectors or specialized asset classes. The assessment can be tailored to varying degrees of detail based on specific sector or client needs.

Probability of Default (PD) Templates
Assign a PD by using Standard & Poor's proprietary methodology or specific client requirements to deliver a score that is equivalent to a Standard & Poor's rating.

Loss Given Default (LGD) Templates
Derive an estimation of the distribution of stressed economic value relative to the debt profile in the region of default, using Standard & Poor's proprietary methodology, or specific client requirements.

The benefits to your organization:

Adds structure to existing expert-based judgment systems;

Enhances your internal ratings systems by offering transparency and replicability; and

Establishes a common basis for review and acceptance by regulators, business units, and credit risk management departments.

Our Credit Risk Assessment Services

Quantitative Credit Models
Analytical solutions for credit score estimations and quantitatively-derived risk measures; internal and third-party models evaluation and custom modeling of risk rating parameters.

Assessments Of Credit
Provides confidential credit scores on unrated obligors using Standard & Poor's Credit Assessment Templates.

Market Derived Rating Analytics
Measure credit losses over a credit cycle to improve recovery rates.

Related Solutions

Credit Risk Data
A comprehensive set of robust and consistent credit loss information; data consortia and management tools.

Credit Risk Evaluator^®
An integrated, customizable credit risk management platform that allows your institution to measure, monitor, and manage risk systematically, both for individual credits and entire portfolios.

Ratings System Validation
A review of the overall performance of your internal risk rating systems to ensure accuracy and consistency.

Risk Rating Refinement
Uses mapping to help you identify the strengths and weaknesses of a risk rating system, and ensure that your institution's risk rating systems are accurate and represent industry best practices.