Advisory Service

Probability of Default Credit Assessment Scorecard
Probability of Default Credit Assessment Scorecards allows you to risk score your loan portfolio using a consistent and transparent framework. Additionally, you can use our PD Scorecards to benchmark the outcomes of your internal risk rating models.

Loss Given Default Capabilities
Our Loss Given Default Capabilities allows you to more precisely estimate Loss Given Default. Otherwise, the price of under- or over- estimating LGD potentially includes miscalculation of capital (regulatory or economic), mistaken expected loss and significantly under- or over-stated profitability.

Independent Model Validation Services
Our fundamental approach to Validation allows us to enhance your internal models for both conceptual soundness and overall performance. In addition, there is a knowledge transfer process where our validation techniques are shared with the client.

Stress Testing
Our Stress Testing approach applies a convenient methodology, where stressed PDs and LGDs can be simulated in a correlated fashion to estimate portfolio expected losses under selected stress scenarios. Stress Testing Services include a complete set of in-depth reports that can help gain regulatory approval, including Federal Reserve CCAR scenarios, FSA Anchor Scenario and EBA stressed scenarios.

Custom Research
Leverage S&P Capital IQ specialists for your custom research project. Our highly skilled and experienced team utilizes the most comprehensive, timely and reliable information sources and databases to provide you with custom analysis, research studies, and reports, saving you time and resources.

Consortia and Data Analytics
S&P Capital IQ provides data aggregation and data analytics services (eg. Probability of Default and Loss Given Default benchmarking reports, quantitative PD and LGD models trained on the data) to a group of banks or institutions that agree to contribute data on an ongoing or one-time confidential basis as members of a specific Data Consortium.

Who We Help