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By benchmarking individual companies to market-wide measures in median credit spreads, MIR information removes the impact of systemic, market-wide shifts. Its early-stage alerts to possible changes in entity-level creditworthiness allow investors to perform additional analysis on issuers.

Comprehensive Coverage and Advanced Analysis

  • All rating categories: Includes corporates, banks, and non-bank financial institutions and sovereigns.
  • All major geographies: Americas, Europe, Middle East, Africa, and Asia.
  • Years of historical data: Emerging markets (Latin America and Eastern Europe) monthly data since January 1999 and daily data since August 1, 2003.
  • MIR rating transition matrices: Anticipate ratings changes by analyzing historical frequencies of Moody's Investors Service ratings changes over a specified time period.
  • Median credit spreads: Median credit default swap (CDS), bond, and equity spreads over treasuries and spreads over LIBOR by ratings category.

Full Integration with

  • MIR data available on "Issuer-at-a-Glance" pages: View the issuer's MIR history and compare MIR history for an issuer and a specific peer.
  • MIR data available on "Portfolio Views" pages: View average MIR statistics for your portfolio and view and compare current MIR statistics for all issuers in your portfolio.
  • Direct data delivery is also available through the MIR Microsoft Excel add-in tool, bulk data downloads, and FTP data delivery.

Detect Early Warnings of Defaults and Downgrades from Market Information

    Market signals can capture a view of credit quality sentiment for a given company, but this view is often blurred with the market's general appetite for risk. It becomes difficult to gauge the true risk for individual companies in times of market stress.

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