Moody's Analytics RiskCalcTM and CreditEdgeTM solutions
Best Solution: Credit Risk Modelling
About This Award
Sponsor Regulation Asia tracks and analyzes financial regulation across the Asia-Pacific region to keep readers informed on regulatory changes and their impacts. The platform encompasses readers and contributors including key regulatory bodies, exchanges, banks, asset managers, law firms, technology vendors, and consultants.
How Winners Are Chosen The editorial team assessed submissions and conducted interviews with the shortlisted firms. The Regulation Asia editorial team as well as an external panel of judges comprised of subject-matter experts then made final judgments on the shortlisted firms in each category based on the submissions, interview data, and other supporting materials collected by the editorial team.
What Judges Said:
“Moody’s Analytics provides a comprehensive offering for modelling credit risk, leveraging a massive consortium of data. The offering is well established in terms of market use, while also being flexible, adaptable, and forward looking, such as through its coverage of Covid-related, ESG, and climate risks. The initiative to use AI techniques to automatically identify adverse credit signals in the news is particularly exciting.”
Moody’s Analytics was recognised for its RiskCalc™ and CreditEdge™ solutions, which address wholesale market needs to optimise credit and financial risk practices through the end-to-end credit life cycle, incorporating counterparty risk assessment, risk-based pricing, stress testing, capital planning, and impairment calculations – among other capabilities.
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 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.