RiskCalc Plus consists of a global network of 29 private firm models specific to different regions and industries and covering most of the world’s GDP. RiskCalc Plus produces a forward-looking EDF™(expected default frequency) credit measure by combining financial statement data and equity market based information. EDF credit measures reflect a forward-looking assessment of credit risk. The predictive analytics are based on Moody’s Analytics Credit Research Database (CRD™). Built in partnership with leading global financial institutions, the database incorporates the latest financial statements and also default data from the recent recession. The database yields unique insight into private-firm default probability. Such information has proven to be a significant challenge for financial institutions to access due to data limitations and constraints on internal resources.Financial institutions around the world use RiskCalc Plus to efficiently screen obligors at origination, detect credit deterioration early, and comply with regulatory requirements such as Dodd-Frank and Basel. These institutions include commercial banks, corporations, asset managers, investment banks and insurers.
Moody’s Analytics Enhances RiskCalc™ Plus, Bolsters Integrated Stress Testing Solution For US Banks
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