Ratings and Scores Data

Data Set Overview Description: Ratings and Scores are quantitative, and apply to both entities and transactions. Ratings are impartial, third-party assessments of a party's ability and willingness to meet a specific financial obligation. They reflect the creditworthiness of the associated entities, or instruments, and are calculated based on a defined methodology by an authorized organization, like Moody's Investors Service. Scores are similar, but may address areas of interest beyond credit, such as exposures to aged receivables, or ESG risk factors. For example, climate metrics can be generated for any company globally by combining best-in-class analytics and comprehensive data delivered by our ESG Score Predictor.

In addition, pre-scored and continually updated Expected Default Frequency (EDF) measures are available to help lenders, corporates and asset managers identify early signs of credit deterioration or improvement. Climate-adjusted EDF; data is also available, which shows the financial impact of physical (weather and climate events) and transition (lower carbon economy) climate risks under different policy scenarios, defined by the Network for Greening the Financial System.

Moody's Analytics also offers Cyber Risk Ratings by Bitsight to help identify, measure, and mitigate cyber risk. Given the significant financial and operational consequences of a cyber attack, integrating cyber risk analytics into cross-business risk assessments is critical. These analytics can play a pivotal role in supply chain, credit, compliance, and insurance use cases. Cyber Risk Ratings are powered by an objective approach that is regularly refreshed to account for changes in the cybersecurity landscape. They are the only cybersecurity ratings proven by third parties to correlate with the likelihood of a breach or ransomware incident.

Moody's RMS Corporate Physical Climate Risk Scores can help private and public sector entities quantify and manage the impact of climate change on corporate financial performance. Corporate Physical Climate Risk Scores are aggregated, quantified, forward-looking climate change risk analytics based on corporate location (owned, or operated) and activity-specific scores derived from climate risk data. The location data quantifies the impact of physical climate risks, for every corporate location, from the principal affected perils. The location data is aggregated to the corporate level to provide a view of physical climate risks, as a means to identify and rank corporations based on a risk profile. Corporate Physical Climate Risk Scores are available on over 10,000 companies that present risk metrics on:

• Flood – Changes in rainfall intensity and distribution patterns, and frequency and severity of possible floods
• Heat stress – Increase in temperature
• Hurricanes and typhoons – Changes in tropical cyclone intensity and areas affected
• Sea level rise – Heightened storm surge, augmented by sea level rise
• Water stress – Changes in water supply and demand
• Wildfires – Change in fire potential and wildfire seasons

Corporate Physical Climate Risk Scores include the overall score, percent exposed, number exposed, and industry codes.

Moody’s also has many qualitative scores available on an even broader number of entities.

Key Facts

• Credit Rating
• Risk or Default Score
• ESG Overall Scores
• Collections Priority Rating (CPR Score)
• Payment Risk Score/Rating