Register for the Course
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. CreditEdge is also used by buy-side investors for relative value analysis.
- Get a comprehensive dataset on public firms, default risk drivers, financial information.
- Compare each firm to its peers, industry or groups, set up alerts and download your reports
- Easily manage your portfolios, upload your exposure and calculate expected loss.
- Identify names at-risk of default or downgrade utilizing the Early Warning toolkit, available via Excel Add-in.
- Run stress testing and calculate your potential future losses, compliant with regulations like IFRS9, CECL and CCAR.
- Asset Managers can also use comprehensive bond features including our proprietary Fair Value Spread and Alpha Factor metrics to perform relative value analysis and systematically capture alpha in fixed income and equity markets.
- Global coverage of 36,000+ publicly traded firms, 1,876 entities with daily credit default swap (CDS) spreads, and 237,000+ bonds helps you manage your portfolio with confidence.
- Over 11,700 defaults covering 50 years in our global database contributes to the high statistical accuracy of our EDF model.
- Powerful analytical tools include peer analyses, screening and benchmarking capabilities, scenario analysis, extensive alerts, robust charting and reporting, customizable Microsoft Excel add-in templates, and more.
- Multiple delivery platforms, including the CreditEdge website, Microsoft Excel Add-in, data file service (DFS), and application program interfaces (APIs), help facilitate your daily workflow.
- Leverage our team of specialists to create custom solutions and for one-on-one product training.
Moody's Credit Risk Analytics Group EDF case studies analyze entities through the CreditEdge platform:
Already a Client? Access the CreditEdge Tool
Moody's Analytics provides comprehensive coverage via our Agency deal library and data feed, and supports extensive use cases via our APIs.
Moody’s Analytics provides CLO market participants with award-winning, end-to-end solutions, available via multiple delivery methods.
Proactively monitoring the financial health of borrowers and the risk level of your loan portfolio increases the profitability of your lending business.
Tap directly into comprehensive credit research from Moody's Analytics and our sister company, Moody's Investors Service, and gain detailed insights into our views on credit-related topics.
Moody's Analytics credit risk advisory services enable faster, better informed credit decisions through a holistic and consistent assessment of risk.
Moody’s Analytics delivers award-winning credit models and expert advisory services to provide you with best-in-class credit risk modeling solutions.
Moody’s Analytics provides tools for the most crucial aspects of the expected loss impairment model, with robust solutions to aggregate data, calculate expected credit losses, and derive and report provisions.
Moody’s Analytics offers a modular, flexible, and comprehensive IFRS 9 impairment solution that facilitates banks’ efforts to calculate and manage capital set asides for these provisions.
Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.
Moody's Analytics produces regulatory analytics and best-in-class advisory services that create confidence and allow our clients to manage their structured finance risk via our Structured Finance Portal Regulatory Module.
Moody's Analytics provides dependable, integrated, and comprehensive solutions for Structured Finance investors.
Moody’s Analytics Securitization solutions support the full spectrum of structured finance requirements and enables operational efficiency, reduces risk, improves deal execution and reduces program costs.