CreditEdge is the ideal complement for risk managers

Assessment

Individual Name Assessment

Underwriting & loss provisioning

  • » Coverage for 60,000+ entities
  • » Highly accurate probability of default and downgrade measures
  • » Ratings & key financial ratios
  • » Extensive bond & CDS data
Monitoring

Monitor Your Exposures

Input to internal risk rating

  • » Advanced portfolio analytics
  • » Comprehensive alerting capability
  • » At-a-glance portfolio movers
  • » Up-to-date news & research
Peer & Industry Comparison

Peer & Industry Comparison

Benchmarking & early warning

  • » Ability to perform custom peer comps
  • » Industry group percentiles
  • » 7,000+ industry groups
  • » Multiple classification systems
Identify Creditworthiness

Identify Creditworthiness

Counterparty assessment & limit setting

  • » Interactive & exportable charts
  • » Extensive reporting capability
  • » Pre-formatted PDF reports
  • » Save criteria for future re-run
Regulatory Application

Regulatory Application

CCAR, CECL, IFRS9 compliant

  • » PD input impairment calculation
  • » Stressed PD measures
  • » Rating to PD converter tables
  • » Macro stress testing
  • » Weighted Stressed PD

Data & analytics to support fund manager investment processes

Portfolio Construction

Portfolio Construction

Evaluate different strategies & investment opportunities

  • » Prescreen investments
  • » Coverage for 241,000+ bonds
  • » Clients use EDF metrics in systematic trading strategies & smart beta ETF construction
Bond Level Analysis

Bond Level Analysis

Conduct rich/cheap analysis

  • » Use proprietary Fair Value Spread and Alpha Factor measures to determine over and undervalued bonds
Complement Fundamental Process

Complement Fundamental Process

Combine quantitative and qualitative data

  • » Assess issuer-level information
  • » Analyze industry and geography developments
Portfolio Surveillance

Portfolio Surveillance

Early warning of credit deterioration

  • » Input into deciding when to turnover positions and sell "fallen angels"
  • » Maintain yield while mitigating downgrade and default risk

EDF Case Studies

Topics @ CreditEdge

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