Standard & Poor's Risk Solutions offers comprehensive solutions in the areas of default and recovery estimation. Depending on your firm's needs, our recommended solutions will include:
Expert judgment templates for credit risk analysis and loss given default estimation;
Quantitative models to estimate default probabilities and loss given default; and
Credit ratings migration, default and recovery data products that enable you to develop benchmarks and to validate internal systems and processes.
Standard & Poor's Risk Solutions can work with you on credit assessment, securitization and benchmarking rating performance. Risk Solutions provides probability-of-default (PD) data, models, and tools, as well as off-the-shelf and custom templates, by industry, to determine PD and rating estimations.
A comprehensive set of Loss Given Default (LGD) and Exposure at Default (EAD) data, models, and services designed to help you reliably estimate potential economic losses for a wide range of exposures.
