Welcome to CreditEdge

Default Probabilities
Moody's KMV calculates Expected Default Frequency™ (EDF)—an objective, forward-looking probability of default measure—by compiling information about a firm's equity, leverage, industry, volatility, financial statement data, and historical defaults, and by performing an analysis using our advanced financial model.

Valuation
Moody's KMV analyzes and computes credit spreads using a risk-neutral valuation methodology. The valuation framework compiles data from three markets to provide insight into what equity, bond, and CDS markets are implying about risk and return.
  Delivering Powerful Default Risk Insight Daily   For more details download our CreditEdge Fact Sheet (PDF)

CreditEdge® delivers daily Moody's KMV EDF™ (Expected Default Frequency) credit measures on over 35,000 publicly traded firms globally. Financial analysis data from a variety of forward-looking, timely sources is compiled to support risk management and investment decisions.
 
  Delivering Insight into Credit Spread Dynamics   For more details download our CreditEdge Plus Fact Sheet (PDF)

CreditEdge Plus™ goes one step beyond assessing credit quality to provide a "fair-valuation" framework for evaluating bond and CDS instruments. It helps you to select attractive assets that offer the best returns given their credit risk.
 
  Providing Portability and Data Integration   For more details, find out about Data Services here...

CreditEdge Data Services allow clients to automate EDF/EIS downloads into their internal Credit Portfolio systems in either CSV or XML formats. Clients can also use the CreditEdge Web Service API to directly integrate Moody's KMV analytics into their internal systems.
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