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Risk Solutions

Products, 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.
Internet-accessible credit scoring models, tailored to specific industries and regions, employ sophisticated technology, and are powered by Standard & Poor's global credit experience.
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.
Web-based probability-of-default models covering private companies in Europe and North America.
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.
A flexible Loss Given Default (LGD) model baked by a robust theoretical framework and a growing set of global databases.
Client Services
Call us:
1-212-438-1456
(Risk Solutions' Sales)
Related Information:
Webinar Replays
Downturn Loss-Given-Default and Long Run Probability of Default

Presentation Slides

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

Training
Credit Risk Portfolio Management
New York
April 18, 2008

Credit Scoring and Loss Given Default
New York
May 14-16, 2008
Credit Scoring and Loss Given Default
New York
December 10-12, 2008