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Risk Solutions

Tools, Software, & Data

Using our credit risk analytics to aid your decision-making.

Standard & Poor's Risk Solutions is committed to delivering advanced credit risk analytics and related custom solutions to financial institutions and corporations seeking competitive, cutting-edge, professional services. Our Risk Data Products (CreditPro® and LossStats® Database) offer a comprehensive set of robust and consistent sources of credit default and loss data information tools that enable you to make reliable assessments of default risk and estimation of potential economic losses for a wide range of exposures.

If your needs include analytical solutions for your risk rating parameter estimations such as rating estimates, probability of default (PD), loss given default, or exposure at default (EAD), we recommend our suite of Quantitative Risk Models (Credit Risk Tracker, CreditModel, and LossStats® Model).

Finally, to better assist you with your credit risk management infrastructure, we have Credit Risk Evaluator™ and Default Filter.

Overall, Risk Solutions' data, analytical services, and software assist the development of internal rating systems, risk management methodologies, validation processes, and support systems, all highly tailored to your business objectives.
All Risk Solutions Products
ClassicDirect is Standard & Poor's primary insurance rating, research, and data product.
Produces quantitatively derived rating estimates for public and private firms with revenue greater than $50 million applicable in certain industries and countries.
Calibrate your models, benchmark your internal results, and explore a range of scenarios utilizing the detailed default and rating migration statistics you need.
Credit Risk Evaluator gives your organization the platform for an efficient, auditable credit risk management process.
Produces forward-looking one-year probability of default estimates based on time series of relevant macroeconomic, financial, and industry-specific variables for privately-held firms with assets over $100,000.
A complete system for default-probability model development, with ongoing data management, validation and stress-testing tools.
Evaluation of the Financial Strength of Syndicates operating in the Lloyd's of London Insurance Market.
The most comprehensive and robust credit/loss information ever commercially assembled.
Provides loss distributions, as well as trading price loss distributions, based on publicly available data on bonds and loans in the United States.
Client Services
Call us:
1-212-438-1456
(Risk Solutions' Sales)
Related Information:
Webinar Replays
Evaluating the Effectiveness of Internal Risk Rating Systems

Presentation Slides

Articles
Modeling Multi-Period Corporate Default Probability when Hazard Ratios Decay

Training
Credit Scoring and Loss Given Default
New York
December 10-12, 2008