The RiskCalc™solution offers a comprehensive approach to assessing the default and recovery of private firms, financial institutions, and project finance transactions. Our RiskCalc models generate forward-looking probability of default (PD) or Expected Default Frequency™ (EDF) calculations, loss given default (LGD), and expected loss (EL) credit measures.
The CreditEdge™ platform provides a leading probability of default model for managing the credit risk of your portfolio of listed firms and sovereigns, globally. Our platform combines the Moody’s Analytics Expected Default Frequency (EDF™) model, which measures the probability that a firm will default in the next 12 months, with cutting-edge analytics to deliver tools that can provide early warning on your exposures.
The Moody's Analytics CAP™ solution delivers transparency and efficiency throughout the modeling lifecycle. Powered by Moody's Analytics proprietary data and proven modeling frameworks, it empowers organizations to tailor internal models or third-party models to their unique experiences, and to build, validate, and monitor models quickly and at scale.
Moody's Analytics Early Warning System helps streamline the portfolio management process. It empowers users to make better, faster credit decisions with a new suite of metrics, tools, and analytics. Accessible from the CreditEdge™ and RiskCalc™ solutions, the Early Warning System helps solve the challenges of integrating multiple credit risk signals into one platform. Credit professionals can take advantage of the Early Warning Score to quickly identify at-risk exposures in their commercial and industrial (C&I) portfolios and take action before losses occur.
The RiskIntegrity™ Proxy Generator is an enterprise solution that calibrates proxy functions to model metrics such as asset and liability values. This reduces an insurer’s reliance on full asset liability management (ALM) cash flow models for applications such as interim valuation, capital calculations, or hedge effectiveness.
The Market-Consistent Scenario Generator is a suite of stochastic asset modeling tools in a flexible framework that allows insurers to produce risk-neutral scenarios to value optionality in insurance liabilities, as required by regulatory and accounting regimes. Risk-neutral modeling is also used for hedging and risk management activities.
Moody’s Analytics AXIS actuarial system is widely used by life insurers, reinsurers, and consulting firms for pricing, reserving, asset and liability management (ALM), financial modeling, capital calculations, and hedging. The AXIS actuarial system provides the flexibility to deploy large-scale computing power through an advanced cloud-based delivery platform or installed software.
The RiskIntegrity™ Insight solution is a corporate tool that supports a range of insurer’s needs including stress and scenario testing, capital budgeting and planning, ORSA, reconciliation, and internal review. It is a configurable modeling and analytics platform that consolidates and projects financial and risk metrics under multiple regimes and what-if scenarios. The RiskIntegrity Insight solution reduces reliance on complex spreadsheets for corporate modeling, consolidation, and analysis.
Moody's Analytics Structured Finance Portal sets the standard for transparency, analysis, and reporting across structured finance. This premier web-based tool offers data and analytics across all structured finance asset classes with advanced reporting and time-saving data normalization and aggregation. It provides structured finance professionals with cashflows, regulatory metrics, comparative analytics, and data aggregation in one integrated platform.
The Real-World Economic Scenario Generator (ESG) contains stochastic asset models and calibration content that support realistic projections of asset returns and risk-factor distributions. The ESG allows insurers, asset managers, and institutional advisers to undertake a wide range of risk management and asset liability modeling (ALM) activities.
Commercial Location Score allows CRE investors, lenders, and developers to evaluate the suitability of over 7.2 million commercially-zoned parcels in the United States. It computes a numerical score for each parcel, which can be used to complement existing site risk and investment assessment analyses. The score lets users compare parcels across the United States and within the MSA (Metropolitan Statistical Area) or region through relative percentage rankings.
The Credit Sentiment Score solution compiles adverse credit signals from news articles, backed by extensive research and state-of-the-art natural language processing, text analytics, and machine learning techniques. This score helps firms assess credit in the loan origination and portfolio risk monitoring process and track unfavorable media. The higher the score, the stronger the credit distress signal.
“The inaugural Chartis STORM50 highlights our ability to deliver an integrated view of risk through robust and innovative solutions. I’m glad to see recognition of our ability to help our customers make better decisions amid uncertainty by quantifying the impact of possible future scenarios.” - Nick Reed, Chief Product Officer
Sponsor Chartis Research is a leading provider of research and analysis on the global market for risk technology. It is part of Infopro Digital, which owns market-leading brands such as Risk and WatersTechnology.
How Vendors Are Evaluated
Chartis analysts used a combination of sources to inform their decisions: user surveys, interviews with subject matter experts, customer reference checks, vendor briefing sessions, and other third-party sources.
Severe climate events throughout 2020 underscore the importance and urgency for market participants to understand how climate change is already affecting—and will continue to affect—the risk and return of their portfolios.
At its core, the Moody’s Analytics strategy is to invest in both organic development and targeted acquisitions to serve our customers better.
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