December 2018

Do you use both RiskCalc Expected Default Frequency (EDF) measures and agency ratings? Do you need a consistent way to compare risk metrics within your organization?

RiskCalc EDF measures the absolute level of default risk. Agency ratings measure the relative credit risk. Some business cases require users to translate RiskCalc EDF to a rating comparable to agency ratings.

Listen as we discuss how you can benefit from the new RiskCalc Sovereign and Size Adjusted Rating Template. 

Free for RiskCalc subscribers, the template allows you to easily obtain an EDF-implied rating comparable to agency ratings for private companies. It combines RiskCalc EDF values with company size and sovereign rating to give you ratings that are within two notches of agency rating approximately 70% of the time.  

This session includes:

  • Methodology used to develop the template.
  • Best practices and practical application for non-listed firms.
  • Tools available, including customized templates and dashboards.

Speakers:

  • Gustavo Jimenez, Assistant Director, RiskCalc Product Management
  • Uliana Makarov, Director, Research
  • Maria Buitrago, Associate Director, Research

Click here to view the presentation slides.