Probability of Default Credit Assessment Scorecards

S&P Capital IQ offers Credit Assessment Scorecards that provide probability of default (PD) assessments using a proven, consistent and transparent scoring framework. This framework has assisted our clients around the world in developing world class internal ratings systems while achieving regulatory acceptance. With over ninety PD Scorecards, our library covers all major sectors, geographies and sizes of companies including Financial Institutions, Corporates, Real Estate, Project Finance, Sovereigns, Local and Regional Governments and SMEs. For each major sector we offer a broad range of sub-sectors. As an example, for Financial Institutions we offer Scorecards for Banks, Insurance, Broker/Dealers, Non-Bank Financial Institutions, Funds and Asset Managers.

Our PD Credit Assessment Scorecards, which are aligned with Standard & Poor's Ratings Services criteria, offer very high predictiveness even for sectors or geographies with limited default data. They combine both quantitative and qualitative credit risk factors, associated industry financial benchmarks and weightings that produce a numerical score which can be mapped to the Standard & Poor's Ratings Services historical defaults, your internal rating scale and/or the associated PD range within the internal or external rating scales. Each Scorecard comes complete with User Guides and Developmental Technical Documentation. We also provide Annual Update & Maintenance to ensure ongoing scoring precision and to fully meet regulatory requirements.

Read our Credit Assessment Scorecards brochure.
View our Credit Assessment Scorecards flashdemo.