Quantitative Insight

CRRM Quantitative Insight


CreditEdge™ is a credit risk and valuation platform that uses the proprietary EDF™ credit measures and leverages the equity, bond, and credit derivative markets to assess credit default risk and gauge the value of debt instruments.

Moody’s Analytics Credit Research Database (CRD™) is a global, comprehensive financial statement and default database. The Credit Research Database provides unique insight into credit risk covering middle market private firms, commercial real estate (CRE) and project finance transactions.

Credit Risk Calculator (CRC) is an easy to use, web-based tool designed to allow you to quickly calculate customized rating transition matrices and default rates suited to your specific risk management needs.

Credit Transition Model (CTM) allows clients to easily incorporate a variety of economic assumptions into rating transition and default rate forecasts to facilitate stress testing.

Moody's Credit Trends combines in one service all the expert commentary and proprietary data compiled by Moody’s Economics group on the global credit markets.

Default & Recovery Database (DRD) provides comprehensive data on defaults, recovery from default, and rating changes (at both the security and issuer level) for all corporate issuers of long-term bonds that have carried a Moody's Investors Service rating since 1970.

The MIR® (Moody's Market Implied Ratings) service isolates changes in risk for individual issuers from the noise of the markets. Market signals capture market sentiment about the credit quality of a given company, providing insight into the opinions of your peers.

The Monthly Default Report Service (MDR) enables you to better monitor the corporate market using default and credit quality statistics and market commentary at the industry, and regional levels.

This is a sister publication to the corporate Monthly Default Report. Every month this publication includes a variety of information designed to help credit professionals monitor the global structured credit market.

The Structured Finance Default Risk Service provides full, downloadable access to Moody's complete proprietary default database featuring data on rating changes and material impairments at the tranche level since 1983.

Social media follow us twitter linkedin