CreditModel

S&P Capital IQ's CreditModel is an easy-to-use web-based suite of statistical models that helps financial firms obtain an objective evaluation of an organization’s creditworthiness. CreditModel consists of 45 proprietary industry- and region-specific newly retrained credit scoring models applicable to North America, Japan, Western and Eastern Europe, and Nordic countries. CreditModel can be used to generate credit scores for all counterparties for which you have financial statements. Alternatively you can access pre-calculated scores and key financial metrics on over 50,000 medium to large public and private corporations.

Benefits

• Derive an estimate of creditworthiness for a single company or for every company in a portfolio.
• Efficiently screen new borrowers, counterparties, customers, suppliers or tenants.
• Benchmark internal credit scoring systems against a globally recognized standard.
• Estimate creditworthiness for unrated bonds or loans backing collateralized debt obligations. 
• Evaluate the consistency of internal credit ratings. 
• Perform sensitivity analysis on rated and unrated companies. 
•  Expedite surveillance and identify weaker or marginal credits for more thorough review.

Features

• Provides historical default observations associated with a particular letter grade
• Ranks input sensitivity based on input variable influence on the score
• Shows contribution rate of each variable to the underlying score 
• Applies Exponential Density to provide a more detailed look into a particular credit risk and predicting categories that have not been historically observed
• Covers both publicly-traded and privately-owned mid-cap and large corporate firms
• Gives back real time result when parameters are changed
  
  

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