Analytical Services

Leverage our expert credit team to address today’s most pressing credit risk challenges.

Independent, Credible, and Objective Analytical Services

Tap into S&P Global credit expertise and data with our transparent third-party opinions on credit quality. Extend your credit risk analysis and modeling capabilities with our highly experienced quantitative analysts and subject matter experts for faster and better decisions. Analytical Services culminate practical knowledge of regulations and industry best practices for credit risk management. We offer services that leverage your internal data analytics and supplement them with our unrivalled data and proven methodologies.

Harness the Power of Credit Expertise

Specialists

Experienced analysts, modelers, and subject matter experts skilled across a wide spectrum of tools and techniques.

Analytics

Industry-leading proprietary and globally recognized methodologies that provide consistency to assess risk with confidence.

Data

Extensive datasets curated for meaningful insights, including proprietary default and recovery information.

Credit Risk Assessments
Credit Risk Modeling
Early Warning Systems (EWS)
Stress Testing and Accounting for Expected Credit Loss

Credit Risk Assessments

Do you need third party opinions of credit quality on your customers, critical suppliers, or banking counterparties? Are you assessing credit quality of your affiliated entities for transfer pricing purposes? Perhaps you have a backlog of pending risk assessments on your loan book and wondering how to get support with your review schedule? Whatever your situation, you can rely on the support of our multilingual credit specialists who can help with these challenges. Our analysts can work with your internal models and also provide independent third-party opinions leveraging our analytical tools.

If you are investing in private debt to borrowers across multiple industries and countries or ramping up your credit book, and the current volume of deals do not warrant major investment in data and analytical tools, get in touch with our Analytical Services team to discuss Credit Risk Assessments leveraging solutions such as:

Credit Assessment Scorecards for wholesale and commercial credit portfolios.
RiskGauge™ Reports and suite of market-and fundamentals-driven models for a comprehensive analysis of credit risk.
Climate Credit Analytics a suite of tools that assess the impact of transition and physical risk on projected company financials and credit risk under various climate scenarios.
Climate RiskGauge a suite of tools that estimates the financial impact of climate transition and physical risks on corporate credit risk.

Credit Risk Modeling

Are you looking to develop or enhance models to calculate probability of default and loss given default? Do you want to update your risk parameters for IFRS 9 or CECL loan loss provisions, or regulatory capital calculations? Perhaps you would like to develop new analytics to assess risks associated with ESG and climate change?

Our credit specialists can draw on years of experience to develop, back test and implement models that address a wide range of requirements. Furthermore, Analytical Services can provide benchmarks using cutting edge models for credit cycle adjustments and macroeconomic scenario overlays to support your internal modeling efforts. Our experts share their knowledge and provide guidance to implement best practices for model risk management, monitoring, and documentation.

Our quantitative analysts can also directly help your organization with validation and calibration of internal models, using a combination of qualitative and quantitative approaches. They provide an unbiased report card on model performance and a roadmap for improvements and model fixes.

Early Warning Systems (EWS)

Are you keeping on top of dynamic changes in creditworthiness in today’s volatile markets, especially for privately held companies? Are your credit risk systems able to identify borrowers facing payment difficulties well before experiencing actual delinquency or default events? Do you get sufficient time to take loss mitigating actions from your risk surveillance function?

We create robust dashboards to help you track credit risk migration based on both internal and external data sources such as S&P Capital IQ and others already subscribed by the bank. Furthermore, we design solutions that tap social media data and provide alerts based on popular platforms via APIs. We also aggregate credit bureau and stock exchange data through API connectivity or flat files to identify borrowing through other institutions to give you the 360˚ view of your borrowers’ funding structure on a common platform.

Enhance the ability of your institution by customizing alerts and adapt to changing risk environment.
Build triggers based on business, region, and industry segment, closely monitoring portfolio based on its key characteristics.
Create institution specific dashboards and reports, making changes as the risk environment evolves.

Stress Testing and Accounting for Expected Credit Loss

Do you need to undertake regulatory stress testing to measure your organization’s ability to withstand the financial shocks? Are you conducting internal stress tests and scenario analyses to increase your institution’s resilience against specific market shocks, unfolding geopolitical scenarios or security events?

Our specialists can support your risk quantification processes such as ICAAP, IFRS 9, CECL or strategic capital planning activities for effective decision making. Moreover, we can incorporate adjustments for emerging risks such as climate change, consistent with the regulatory scenario assumptions. Our analysts can also support your risk teams in executing models and reporting results using data visualization and business intelligence tools, whether you are reporting in regulatory or management information templates.

In addition to internal methodologies, our services draw on numerous S&P Global solutions, including:

IFRS 9 and CECL Impairment Solutions that estimate expected credit losses built upon our default and ratings migration data, and models with macroeconomic considerations.
Macro-Scenario Model: that helps to understand how a firm’s credit risk may change under user- or pre-defined macroeconomic scenarios.
Alternative Economic Scenarios: Our proven model-based scenarios aid financial institutions and corporate customers with all aspects of design, development, and quantification of macroeconomic and macro-financial variables necessary to measure risks and meet regulatory requirements.

Climate Stress Testing

Climate Credit Analytics which translates complex climate scenarios into drivers of financial performance and carry out counterparty and portfolio-level analysis for thousands of companies across multiple sectors.

Credit Risk Assessments
- Credit Risk Assessments
  
  Credit Risk Assessments
  Do you need third party opinions of credit quality on your customers, critical suppliers, or banking counterparties? Are you assessing credit quality of your affiliated entities for transfer pricing purposes? Perhaps you have a backlog of pending risk assessments on your loan book and wondering how to get support with your review schedule? Whatever your situation, you can rely on the support of our multilingual credit specialists who can help with these challenges. Our analysts can work with your internal models and also provide independent third-party opinions leveraging our analytical tools.
  
  If you are investing in private debt to borrowers across multiple industries and countries or ramping up your credit book, and the current volume of deals do not warrant major investment in data and analytical tools, get in touch with our Analytical Services team to discuss Credit Risk Assessments leveraging solutions such as:
  
  Credit Assessment Scorecards for wholesale and commercial credit portfolios.
  
  RiskGauge™ Reports and suite of market-and fundamentals-driven models for a comprehensive analysis of credit risk.
  
  Climate Credit Analytics a suite of tools that assess the impact of transition and physical risk on projected company financials and credit risk under various climate scenarios.
  
  Climate RiskGauge a suite of tools that estimates the financial impact of climate transition and physical risks on corporate credit risk.
Credit Risk Modeling
- Credit Risk Modeling
  
  Credit Risk Modeling
  
  Are you looking to develop or enhance models to calculate probability of default and loss given default? Do you want to update your risk parameters for IFRS 9 or CECL loan loss provisions, or regulatory capital calculations? Perhaps you would like to develop new analytics to assess risks associated with ESG and climate change?
  
  Our credit specialists can draw on years of experience to develop, back test and implement models that address a wide range of requirements. Furthermore, Analytical Services can provide benchmarks using cutting edge models for credit cycle adjustments and macroeconomic scenario overlays to support your internal modeling efforts. Our experts share their knowledge and provide guidance to implement best practices for model risk management, monitoring, and documentation.
  
  Our quantitative analysts can also directly help your organization with validation and calibration of internal models, using a combination of qualitative and quantitative approaches. They provide an unbiased report card on model performance and a roadmap for improvements and model fixes.
Early Warning Systems (EWS)
- Early Warning Systems (EWS)
  
  Early Warning Systems (EWS)
  Are you keeping on top of dynamic changes in creditworthiness in today’s volatile markets, especially for privately held companies? Are your credit risk systems able to identify borrowers facing payment difficulties well before experiencing actual delinquency or default events? Do you get sufficient time to take loss mitigating actions from your risk surveillance function?
  
  We create robust dashboards to help you track credit risk migration based on both internal and external data sources such as S&P Capital IQ and others already subscribed by the bank. Furthermore, we design solutions that tap social media data and provide alerts based on popular platforms via APIs. We also aggregate credit bureau and stock exchange data through API connectivity or flat files to identify borrowing through other institutions to give you the 360˚ view of your borrowers’ funding structure on a common platform.
  
  Enhance the ability of your institution by customizing alerts and adapt to changing risk environment.
  
  Build triggers based on business, region, and industry segment, closely monitoring portfolio based on its key characteristics.
  
  Create institution specific dashboards and reports, making changes as the risk environment evolves.
Stress Testing and Accounting for Expected Credit Loss
- Stress Testing and Accounting for Expected Credit Loss
  
  Stress Testing and Accounting for Expected Credit Loss
  Do you need to undertake regulatory stress testing to measure your organization’s ability to withstand the financial shocks? Are you conducting internal stress tests and scenario analyses to increase your institution’s resilience against specific market shocks, unfolding geopolitical scenarios or security events?
  
  Our specialists can support your risk quantification processes such as ICAAP, IFRS 9, CECL or strategic capital planning activities for effective decision making. Moreover, we can incorporate adjustments for emerging risks such as climate change, consistent with the regulatory scenario assumptions. Our analysts can also support your risk teams in executing models and reporting results using data visualization and business intelligence tools, whether you are reporting in regulatory or management information templates.
  
  In addition to internal methodologies, our services draw on numerous S&P Global solutions, including:
  
  IFRS 9 and CECL Impairment Solutions that estimate expected credit losses built upon our default and ratings migration data, and models with macroeconomic considerations.
  
  Macro-Scenario Model: that helps to understand how a firm’s credit risk may change under user- or pre-defined macroeconomic scenarios.
  
  Alternative Economic Scenarios: Our proven model-based scenarios aid financial institutions and corporate customers with all aspects of design, development, and quantification of macroeconomic and macro-financial variables necessary to measure risks and meet regulatory requirements.
  
  Climate Stress Testing
  
  Climate Credit Analytics which translates complex climate scenarios into drivers of financial performance and carry out counterparty and portfolio-level analysis for thousands of companies across multiple sectors.