Credit Risk Tracker North America is a Web-based probability of default (PD) scoring model that produces forward-looking, one-year PDs consistent with the Basel II internal ratings-based approach for calculating regulatory capital. You can build better default protection into new credit facilities, tighten pricing guidelines for new loans to private firms, and approach prospective clients with an enhanced awareness of their credit quality.
Benefits
Build better default protection into new credit facilities;
Tighten pricing guidelines for new loans to private firms;
Get a "second opinion" on individual credits; and
Approach prospective, privately-held clients with an enhanced awareness of their credit quality.
Features
Built on Standard & Poor's best-performing Maximum Expected Utility methodology, using more than 6,000,000 data points derived from 17,065 U.S. and Canadian companies;
Combines financial statement data (provided by user) with matching macroeconomic and industry-specific average data (generated automatically);
Provides imputed values for firms that are missing credit factor information;
Allows you to create a look-up database of private firms in your portfolio;
Provides the ability to custom-map PD results to your own internal ratings scale;
Transparent models backed by detailed methodology and validation statistics;
The best-performing model; and
Addresses Basel II guidelines.
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