CreditPro® Database provides access to Standard & Poor's vast global database of historical corporate credit ratings, including default rate, rating migration, and default correlation statistics for advanced credit risk management analysis, such as benchmarking and calibrating internal rating systems. CreditPro provides you with an easy-to-use interface to generate statistics to estimate default and rating migration probabilities, benchmark internal results, and explore a range of scenarios. After banks have collected sufficient internal rating data, the CreditPro software ("CreditPro Engine") can be used to produce internal rating performance statistics with the bank's own data to facilitate validation, benchmarking, and reporting to regulators.
Features
Geographic flexibility - you can choose a global view, or focus on the countries or regions where you have exposure,
Industry sectors - view statistics by sector based on SIC codes, NAICS codes, GIC codes, CreditPro industry codes, or build your own custom industry classifications,
Drill down to companies - quickly view the companies behind the statistics, and their rating histories, and
Default correlations - these will include observed joint default correlations based on actual, (not implied), default experience available globally over various time horizons.
Loss Trends Monthly
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