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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.
- Inform origination and underwriting processes with an online systematic framework for assessing borrower and counterparty exposures.
- Capture local default risk market factors based on equity and industry performance shifts with an early warning tool.
- Provide a valuable, intuitive understanding of a private firm, its risk drivers, and your exposure risk with ratio diagnostics.
- Compare counterparties against industry and size peer groups.
- Monitor credit cycle changes from month-to-month in the period between two financial statements, producing EDF, LGD, and EL credit measures from one through five years.
- Access a comprehensive view and assessment of a company's critical qualitative and quantitative factors with the qualitative overlay framework.
- Assess credit risk with a PD and LGD scorecard for generic project finance transactions and a PD scorecard tailored specifically for renewable energy projects, including wind, solar, and hydropower projects.
- Banks can efficiently screen borrowers at origination, monitor portfolios on an ongoing basis, set credit limits, and appropriate loss reserves.
- Corporates can underwrite and monitor counterparties, assess transfer pricing transactions, and effectively manage their supply chain and vendor risk.
- Asset managers can view firm-level default probabilities, more precisely price for loan risk, and manage overall portfolios.
- Insurers can standardize credit processes for financial analyses and portfolio management.
- Firms can perform comprehensive stress testing to calculate expected losses under various economic, regulatory, or organization-specific scenarios.
- Firms can identify and evaluate the most important risk factors that apply to most infrastructure projects, including financing structure and political, economic, and country risks.
Moody’s Analytics provides leading, off-the-shelf and customized models and scorecards to calculate the impact of macroeconomic, event-driven, and institution-specific scenarios to estimate credit losses across asset classes and forecast profit and loss. We provide independent evaluations and insights and create models and scorecards tailored to your organization to enable improved decision-making.
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.
Tap into comprehensive credit research from Moody's Analytics and 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.
Automating the process of financial spreading and credit scoring increases loan application volume and helps lenders make better credit decisions.
Our commercial lending solutions are flexible and robust enough to support whatever loan structures, pricing, or conditions you require to reduce risk.