Potential Users: Risk Management, Asset Management, Credit Analysts, Bond Traders, Underwriters
The CreditEdge® model enables firms to manage the credit risk of a portfolio of listed firms, bonds, and sovereigns globally combining the industry’s most accurate probability of default model with cutting-edge analytics. FinTech Sandbox residents can use the CreditEdge model to test credit default risk and value global debt instruments.
- Assess the risk that a domestic or International borrower will default
- Validate internal rating models that are used to ‘score’ counterparties by using EDF
- Complement fundamental credit research with validation in assessing credit quality of investments (bonds, etc.)