Credit – Moody’s Analytics

Wholesale credit modelling software of the year
Credit data provider of the year

Moody’s Analytics suite of credit-scoring models and solutions address wholesale market needs from small businesses to large private and public companies, as well as commercial real estate, insurers, financial institutions and project finance. The models can be used for prequalification, origination, ongoing monitoring and early-warning counterparty risk assessment, benchmarking, limit setting, pricing, reserve allocation, risk-based pricing, stress-testing, capital planning and impairment calculations. 

CreditEdge measures credit risk for public entities globally. Its flagship Expected Default Frequency is a forward-looking probability-of-default measure from 0.01%–50% and term structure from 1–10 years. It combines financial statement and equity market information into a predictive measurement of standalone credit risk, and is produced daily for nearly 40,000 public firms.  

RiskCalc provides default and recovery analytics to assess the credit risk of private firms, commercial banks, project finance projects and insurance companies. Commercial Mortgage Metrics enables users to assess property and portfolio-level default and recovery credit risk. RiskBench is for analysing and benchmarking credit portfolios against peer datasets. Credit Sentiment Score compiles adverse credit signals from news articles using natural language processing, text analytics and machine learning techniques. CAP is a cloud-based collaborative modelling platform.

Moody’s Analytics runs several data consortia for data sharing and portfolio risk benchmarking through the Data Alliance portal, covering commercial and industrial, commercial real estate, project finance, asset finance and agriculture. It also offers subscription-based data products, such as private firm financial statement data with performance information spanning multiple credit cycles since 1990. Bureau van Dijk, a Moody’s Analytics company, provides credit data through Orbis, a comprehensive data resource on private companies in all countries, making it easy to compare and benchmark companies worldwide. 

The judges said:  

• Moody’s Analytics is a wholesale credit modelling software behemoth. It is not resting on its laurels, but has produced material upgrades, new features and functions over the past year.
• The company provides a huge, comprehensive global offering, enhanced by the recent acquisition of Bureau van Dijk and its data-sharing partnerships.

Nihil Patel, managing director, Moody’s Analytics, says:

“Every customer’s credit data challenges are unique. As exemplified by these awards – our third year in a row for both – Moody’s Analytics remains successful in helping them solve those challenges. Our credit data capabilities are represented in a range of award-winning solutions, starting with Data Alliance, one of the world’s largest and most comprehensive data consortia, whose members share data across many asset classes and receive benchmarking metrics in return. Providing visibility into private companies is Orbis, from Bureau van Dijk, with information on more than 375 million companies and other entities. Many of our customers need to assess the credit risk of private entities and turn to our RiskCalc credit-scoring platform, which combines fundamental and financial market information into a predictive risk score. For those managing the daily credit risk of public firms and sovereigns, the Moody’s Analytics CreditEdge tool offers a leading probability-of-default model and advanced analytics covering more than 60,000 publicly traded entities. Finally, our model lifecycle management platform, CAP, puts our award-winning credit data and modelling, validation and monitoring frameworks in the hands of our clients, allowing institutions to combine their own experiences with our tools.

Read more about the Risk Technology Awards 2020 winners

 

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