An S&P Global Ratings model information document provides a summary description of a Ratings Model (a model that is used in the process of determining a Credit Rating) or a Criteria Model (a complex model that is based on advanced economic, financial, mathematical, or statistical methodologies used in the development of Criteria). A model information document typically includes a summary description of: (i) the model, (ii) assumptions underlying the model, (iii) data used in model development and calibration, and (iv) model limitations. A model information document also includes references to related criteria. Our credit rating models may be global, regional, or local, be specific to an individual industry or subject area, or apply across several industries or subject areas.
Material changes to credit rating models are described within our model information documents, which provide information describing recent material changes to models, where applicable. The publication of an updated model information document to describe material changes to a model typically follows shortly after use of the revised model is approved by S&P Global Ratings. There may be some instances where the description of a material change to a model could potentially reference changes being made by an issuer or a transaction that are confidential until the issuer or transaction makes those details public. Accordingly, in these instances the publication of updates to a model information document may be timed to ensure that any publication does not communicate confidential information.
This table of contents, which we update continuously as we introduce or enhance models, will direct you to all active model information documents for the groups or instruments listed below. We most recently republished this table of contents on the date shown above.
ALL S&P GLOBAL RATINGS
- S&P GLOBAL RATINGS Collateralized Debt Obligations (CDO) Evaluator
- S&P GLOBAL RATINGS Collateralized Debt Obligations (CDO) Evaluator Engine
- S&P GLOBAL RATINGS Counterparty Risk Framework
- S&P GLOBAL RATINGS Cox Ingersoll Ross (CIR)
- S&P GLOBAL RATINGS Notching Analysis
- S&P GLOBAL RATINGS Ratings Cascade Engine
- S&P GLOBAL RATINGS Recovery
CORPORATE RATINGS: GENERAL
- CORPORATE Arrow Basic Adjusted Credit Metrics
- CORPORATE Collateralized Debt Obligations (CDO) Mapping
- CORPORATE Companies With Non-Controlling Equity Interests (NCEI) Criteria Scoring
- CORPORATE Corporate Credit Estimate
- CORPORATE Enhanced Equipment Trust Certificate (EETC) Criteria Scoring
- CORPORATE Expected Scenario Projector (ESP) Including Liquidity
- CORPORATE HoldCo Criteria Scoring
- CORPORATE Operating Leasing Criteria Scoring
- CORPORATE Project Developer Criteria Scoring
- CORPORATE Trading Company Criteria Scoring
- CORPORATE General Partnerships of Master Limited Partnerships
- CORPORATE Captive Finance Model
- CORPORATE corpengine (Corporate Methodology Model Engine) For Corporate Credit Ratings
- CORPORATE GTIC CST Engine
- CORPORATE IHC CST Engine
CORPORATE RATINGS: GENERAL TRADING AND INVESTMENT COMPANIES
CORPORATE RATINGS: PROJECT FINANCE
- PROJECT FINANCE 95 Express Lanes LLC
- PROJECT FINANCE Autopistas Metropolitanas De Puerto Rico LLC
- PROJECT FINANCE Elizabeth River Crossings Opco LLC
- PROJECT FINANCE Hedging Indian Rupees against U.S. Dollars
- PROJECT FINANCE Ratio Projection
- PROJECT FINANCE Project Finance Holdco
- PROJECT FINANCE pfengine (Project Finance Methodology Model Engine) For Project Finance Issue Ratings
FINANCIAL SERVICES RATINGS: GENERAL
FINANCIAL SERVICES RATINGS: FINANCIAL INSTITUTIONS
- FINANCIAL INSTITUTIONS Adjusted EBITDA For Asset Managers
- FINANCIAL INSTITUTIONS Alternative Investment Fund Rating Summary Record (RSR)
- FINANCIAL INSTITUTIONS Finance Company Risk-Adjusted Capital (RAC) Ratio Forecast
- FINANCIAL INSTITUTIONS Fund Credit Quality Matrix
- FINANCIAL INSTITUTIONS Fund Volatility Charts And Histograms
- FINANCIAL INSTITUTIONS Funds Liquidity Assessment
- FINANCIAL INSTITUTIONS Principal Stablity (Money Market) Fund Rating Sensitivity Matrix
- FINANCIAL INSTITUTIONS Risk-Adjusted Capital Banks, Non-Bank Financial Institutions, And Public-Sector Funding Agencies (PSFA) - Non-U.S.
- FINANCIAL INSTITUTIONS Risk-Adjusted Capital Banks, Non-Bank Financial Institutions - U.S.
- Financial Institutions Scoring Template
- Financial Institutions Banking Industry Country Risk Assessment Rating Summary Record
- Financial Institutions ALAC (Additional Loss Absorbing Capacity) (R)
- Financial Institutions LP Commitment Evaluator
FINANCIAL SERVICES RATINGS: INSURANCE
- INSURANCE Country Risk Scorecard
- INSURANCE Criteria Scoring - Simplify
- INSURANCE Industry And Country Risk Assessments (IICRA) Summary Record
- INSURANCE Rating Summary Record (RSR)
- INSURANCE ResQ Claims Reserving - (Third-Party)
- INSURANCE Risk-Based Capital Adequacy Bond Insurance
- INSURANCE Statutory Earnings Forecast Property-Casualty Insurance Companies - U.S.
- INSURANCE Insurer Risk-Based Capital Model
- INSURANCE Insurance Capital Credit Risk Charge
GOVERNMENTS RATINGS: GENERAL
- GOVERNMENTS Social Housing [R] – Global
- GOVERNMENTS Transportation Infrastructure Credit Scoring Model (R)
GOVERNMENTS RATINGS: GOVERNMENT-RELATED ENTITIES
GOVERNMENTS RATINGS: INTERNATIONAL PUBLIC FINANCE
- INTERNATIONAL PUBLIC FINANCE Institutional Framework Scoring
- INTERNATIONAL PUBLIC FINANCE Local And Regional Governments (LRG)
- INTERNATIONAL PUBLIC FINANCE Local And Regional Governments (LRG) Credit Estimate
- INTERNATIONAL PUBLIC FINANCE Mexican Tax Participation And Local Tax Transactions
- INTERNATIONAL PUBLIC FINANCE Global Not-for-Profit Education Providers
- INTERNATIONAL PUBLIC FINANCE PSFA RSR And Credit Scoring Model (R)
GOVERNMENTS RATINGS: SOVEREIGNS
- SOVEREIGNS European Union Weighted-Average Rating Calculation
- SOVEREIGNS Rating Summary Record (RSR)
- SOVEREIGNS Rating Summary Record (RSR) - Simplify
GOVERNMENTS RATINGS: SUPRANATIONALS
- SUPRANATIONALS Multilateral Lending Institutions (MLI) Ratings Summary Record (RSR)
- SUPRANATIONALS Multilateral Lending Institutions Preferred Creditor Treatment (MLI PCT) Assessment
- SUPRANATIONALS Risk-Adjusted Capital Adequacy - Multilateral Lending Institutions (MLI) And Other Supranational Institutions (OSI)
- SUPRANATIONALS Multilateral Lending Institutions And Public Sector Funding Agency Funding And Liquidity Ratios (R)
GOVERNMENTS RATINGS: U.S. PUBLIC FINANCE
- U.S. PUBLIC FINANCE Bond Anticipation Note Rating Summary Record (RSR)
- U.S. PUBLIC FINANCE Charter School Criteria Scoring
- U.S. PUBLIC FINANCE CMBS Transaction Engine For USPF
- U.S. PUBLIC FINANCE Criteria Evaluation Engine
- U.S. PUBLIC FINANCE Federal Future Flow Securitization
- U.S. PUBLIC FINANCE Government-Sponsored Entity (GSE) Cash Flow
- U.S. PUBLIC FINANCE Health Care Organization Criteria Scoring
- U.S. PUBLIC FINANCE Issue Credit Ratings Linked To Obligors' Creditworthiness [R]
- U.S. PUBLIC FINANCE Municipal Retail Electric And Gas Utilities Criteria Scoring
- U.S. PUBLIC FINANCE Priority-Lien Tax Revenue Debt Criteria Scoring
- U.S. PUBLIC FINANCE Rental Housing Criteria Scoring
- U.S. PUBLIC FINANCE SeismiCat Earthquake - (Third-Party)
- U.S. PUBLIC FINANCE Special Assessment Obligation
- U.S. PUBLIC FINANCE Water, Sewer, and Solid Waste Utilities – R
- U.S. PUBLIC FINANCE Mortgage Revenue Bond Programs (R)
- U.S. PUBLIC FINANCE U.S. Governments Credit Rating Model
STRUCTURED FINANCE RATINGS: GENERAL
- STRUCTURED FINANCE Cash Flow Evaluator Engine
- STRUCTURED FINANCE Collateral Posting Requirements
- STRUCTURED FINANCE Foreign Exchange Rate
- STRUCTURED FINANCE Cashflow Analyzer
- STRUCTURED FINANCE WAFFLE for Mortgage Loans
STRUCTURED FINANCE RATINGS: ASSET-BACKED SECURITIES (ABS)
- ABS Cash Flow - Arqiva / Arqiva PP Financing Plc
- ABS Commercial Paper Programwide Credit Enhancement - Global
- ABS Deal Analyzer Cash Flow - APAC Excluding Japan
- ABS Deal Analyzer Cash Flow - Auto Lease
- ABS Deal Analyzer Cash Flow - Auto Lease - EMEA
- ABS Deal Analyzer Cash Flow - Auto Loan
- ABS Deal Analyzer Cash Flow - Auto Loans - EMEA
- ABS Deal Analyzer Cash Flow - Consumer Loans
- ABS Deal Analyzer Cash Flow - Consumer Loans - EMEA
- ABS Deal Analyzer Cash Flow - Credit Cards
- ABS Deal Analyzer Cash Flow - Credit Cards - APAC & EMEA
- ABS Deal Analyzer Cash Flow - Dealer Floor Plan
- ABS Deal Analyzer Cash Flow - Equipment
- ABS Deal Analyzer Cash Flow - Equipment Lease - EMEA
- ABS Deal Analyzer Cash Flow - Student Loan
- ABS Inflation Indices
- ABS Income Contingent Repayment (ICR) Student Loans Third Party Credit and Cash Flow
- ABS Intex Cash Flow - Student Loans - (Third-Party)
- ABS Loss Projection Model
- ABS Loss Projection - North America
- ABS EMEA ABS WAC Compression And Prepayment Loss Model
STRUCTURED FINANCE RATINGS: COMMERCIAL MORTGAGE-BACKED SECURITIES (CMBS)
STRUCTURED FINANCE RATINGS: COVERED BONDS
- COVERED BONDS Commercial Real Estate (CRE)
- COVERED BONDS Deal Analyzer Cash Flow - Structured Covered Bonds
- COVERED BONDS Monitor
- COVERED BONDS Repline Generator - Multicedulas CRE Assets - Spain
- COVERED BONDS Repline Generator - Multicedulas Residential Assets - Spain
- COVERED BONDS Repline Generator - Residential & CRE Assets - Spain
STRUCTURED FINANCE RATINGS: RESIDENTIAL MORTGAGE-BACKED SECURITIES (RMBS)
- RMBS European RMBS – Data Quality Assessment
- RMBS Cohort Report - U.S.
- RMBS Deal Analyzer Cash Flow - APAC Excluding Japan
- RMBS Deal Analyzer Cash Flow - EMEA
- RMBS Deal Analyzer Cash Flow - Japan
- RMBS Deal Analyzer Cash Flow - Servicer Advance - U.S.
- RMBS Intex Cash Flow - (Third-Party)
- RMBS Loan Evaluation And Estimate of Loss System (LEVELS) - U.S.
- RMBS Loan Evaluation And Estimate of Loss System (LEVELS) [R]
- RMBS Loan Evaluation And Estimate of Loss System (LEVELS) Engine - U.S.
- RMBS Reverse Mortgage Analyzer
- RMBS Reverse Mortgage Collateral - U.K.
- RMBS Roll-Rate Liquidation Timing - U.S.
- RMBS Servicer Advance Rate
- RMBS Servicer Advance Reimbursement Rate Curves
- RMBS Surveillance Automated System - U.S.
- RMBS WAFF And WALS - Stratified LTV - Germany
STRUCTURED FINANCE RATINGS: STRUCTURED CREDIT
- STRUCTURED CREDIT Collateral Analysis - Aircraft Business Jets
- STRUCTURED CREDIT Collateral Analysis - Aircraft Engine Securitizations
- STRUCTURED CREDIT Collateral Analysis - Container Assumptions Analyzer
- STRUCTURED CREDIT Collateral Analysis - Railcar Securitizations
- STRUCTURED CREDIT Deal Analyzer ABS Cash Flow Small Business Loans - EMEA
- STRUCTURED CREDIT Market Value Evaluator
- STRUCTURED CREDIT Private Equity Cash Flow
- STRUCTURED CREDIT Rio Oil Finance Trust
- STRUCTURED CREDIT Securitization Of Property Improvement Assessment Bonds
- STRUCTURED CREDIT Small Business Portfolio Evaluator
- STRUCTURED CREDIT SME Mapping Table
- STRUCTURED CREDIT Solar Asset Cash Flow
- STRUCTURED CREDIT Utility Debt Securitization Authority Series 2015
- STRUCTURED CREDIT Whole Business Securitization Principal Amortization
- STRUCTURED CREDIT Triple-Net-Lease Asset Model – Engine
- STRUCTURED CREDIT Data Center
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