RiskCalc Plus™

Premier Private Firm Probability of Default Model

RiskCalc Plus™ enables greater accuracy, consistency and efficiency than other models when evaluating privately held firms. It produces a forward-looking default probability (expected default frequency or EDF™) by combining financial statement and equity market information into a highly predictive measurement of stand alone credit risk.

Measuring Private Firm Credit Risk

Institutions are faced with an increasing demand to quantify private firm credit risk. This demand comes from shareholders seeking to maximize their return on risk and from regulators requiring adequate capital levels. Developing accurate and consistent default models for global private portfolios is a significant challenge due to data limitations and constraints on internal resources.

OVERVIEW
KEY FEATURES
RISKCALC MODELS

Measure Private-Firm Credit Risk Accurately, Efficiently and Consistently

Cutting Edge Approach

RiskCalc Plus’ robust analytics and broad coverage has made it the private-firm model of choice among the world’s leading banks, corporations, and asset managers. It is considered worldwide as the preferred model for:

Efficiently screening obligors at origination
Early detection of credit deterioration
Accurately and consistently pricing credit risk
Monitoring and benchmarking exposures or investments
Basel II compliance

RiskCalc Plus™ Unique Advantage

RiskCalc Plus’ predictive analytics are based on Moody’s Analytics Credit Research Database (CRD™), the world’s largest and cleanest database of private firm financials and defaults. RiskCalc Plus™ uses financial statement values to calculate ratios used to determine EDF credit measures.

Built in partnership with over 45 leading worldwide financial institutions
Contains 27 million financial statements on 5.6 million firms and over 500,000 private company defaults
Yields unique insight into private firm probability of default

A Stand-Alone Probability Of Default Model, An Input To An Internal PD Model Or A Benchmarking Tool

Comprised of a network of country-specific models developed and tested on local private-firm data to capture local default risk factors
Can be easily accessed via the RiskCalc Plus™ website, through XML, or by using Moody’s Analytics’ dual risk-rating credit scoring platform, RiskAnalyst™; RiskCalc Plus™ can also be stored behind your company’s firewall for added security
Produces EDF credit measures from one through five years and allows time series charting of PDs for up to five years
Compare obligors against industry peer groups using Peer Analysis functionality
Maps EDF credit measures to agency ratings
Adjusts for unique industry differences
Captures the impact of credit cycle changes from month-to-month in the period between two financial statements
Displays valuable ratio diagnostics and their individual contributions to risk

A Global Network of 28 Region and Industry Specific Models that Cover Most of the World's GDP

The RiskCalc Plus™ Network is comprised of unique models covering:

Americas: USA, Canada and Mexico country models, plus U.S. Insurance, U.S. Banks and North America Large Firm
Europe, Middle East and Africa: Austria, France, Netherlands, Nordic (Denmark, Norway, Sweden, Finland), Portugal, Spain, UK, Germany, Belgium, Italy, South Africa, Switzerland, Russia
Asia Pacific: Japan, Korea, Australia, Singapore, China
Other: Emerging Markets

Eight Ways to Manage Customer and Supplier

RiskCalc Product Materials

RiskCalc Plus Fact Sheet
RiskCalc Austria
RiskCalc Belgium
RiskCalc Canada
RiskCalc China
RiskCalc Emerging Markets
RiskCalc France
RiskCalc Germany
RiskCalc Italy
RiskCalc Japan
RiskCalc Korea
RiskCalc Mexico
RiskCalc Netherlands
RiskCalc Nordic Models
RiskCalc NA large firm
RiskCalc Portugal
RiskCalc Russia
RiskCalc South Africa
RiskCalc Spain
RiskCalc UK
RiskCalc US Banks
RiskCalc US

Related Resources

Corporate Transfer Pricing Fact Sheet

Webinars on Demand

Calculating Private Firm Credit Risk

More about this product family

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