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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:
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