Standard & Poor's Risk Solutions assists clients in developing and enhancing internal credit rating systems and provides tools for credit portfolio analysis. These integrated credit risk management solutions leverage Standard & Poor's experience in credit assessment to help institutions manage credit risk, calculate economic and regulatory capital, and manage their balance sheets more effectively. These services address all major components of an internal rating system, including tools and methodologies for the analysis of probability of default, loss given default, and exposure at default.
Standard & Poor's Risk Solutions offers a comprehensive set of Loss-Given-Default (LGD) and Exposure-at-Default (EAD) data, models, and services.
Risk Solutions also develops credit assessment criteria, methodologies, and data to help institutions manage credit activities across industry sectors and lines of business with appropriate independence and oversight.
To view the European SME Loss Given Default Study, please click here.
A flexible, easily understood model for Loss Given Default backed by a robust theoretical framework and a growing set of global databases. LossStats® Model
The most comprehensive and robust set of credit loss information ever assembled commercially. LossStats® Database
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