When you need help with your internal rating systems, Standard & Poor’s analytical excellence, independence, and access to historical data and research is the answer.
Standard & Poor’s will evaluate, develop, and enhance your internal rating systems and processes for meaningful differentiation, completeness and integrity. Leverage Standard & Poor’s competencies in risk identification and measurement for regulatory purposes to attain industry best practices, or to achieve strategic and business objectives in risk management.
Solutions include the design and enhancement of obligor and facility rating systems. Expert judgment and quantitative approaches are used to produce ratings estimates for low default and specialized lending sectors.
Our solutions for probabilities of defaults in the middle-market, small-business, and retail sector include many market-tested proprietary quantitative models. We will benchmark an internal rating system by mapping internal ratings to our globally recognized rating scale; we also offer a comprehensive suite of validation services, including review of developmental evidence (framework and process design), operation (governance, procedures, and data integrity) and performance testing (diagnosis, back testing, benchmarking, and "annual health check"). For Loss Given Default, our solutions include collection of data and modeling. We also offer Loss Given Default and Scoring training.
Calibrate your models, benchmark your internal results, and explore a range of scenarios using the detailed default and rating migration statistics you need. CreditPro®
A complete system for default probability model development, with ongoing data management, validation, and stress-testing tools. Default Filter™
