Daily updated Probability of Default data for over 80,000 exchange-listed firms worldwide.
A complete view of region, country and sector wide risks based on aggregated firm-level data.
Analyse the impact of macroeconomic shocks at a portfolio-level with our IMF co-developed toolkit.
NUS-CRI Probability of Default (NUS-CRI PD) is a forward-looking point-in-time probability of default measure which is produced on a daily basis. NUS-CRI PD covers over 80,000 exchange-listed firms worldwide and has a horizon ranging from 1 month to 5 years.
With our parameters calibrated by observed default data for each region, NUS-CRI PD delivers accurate performance and provides you with a granular assessment of credit risk in firms across the globe.
NUS-CRI PD is produced using a fully transparent and regularly updated methodology to provide a measure based on the latest research in credit risk and is trusted by organisations around the world for uses such as risk management, regulatory compliance and early-warning systems.
NUS-CRI Aggregate PD allows you to assess the creditworthiness of any region, country or sector of interest, through a bottom-up (median) measure of credit risk.
The NUS-CRI Corporate Vulnerability Index (CVI) provides a broader assessment of regions, economies and portfolios of special interest. It provides three tailored views (value-weighted, equally-weighted and tail), enabling you to gauge the risk from additional perspectives.
Jointly developed with the International Monetary Fund (IMF), the Bottom-up Default Analysis (BuDA) toolkit facilitates credit stress testing and scenario analysis on your portfolio.
BuDA translates macroeconomic shocks into impacts on the individual firm PDs, which are then aggregated into any targeted economy, sector or your portfolio of interest.
A highly adaptable tool, BuDA accepts the input of customised macroeconomic scenarios to generate stressed PDs for your analysis.
Please contact us via email at firstname.lastname@example.org for more information on the data available for researchers, financial institutions and SME Lenders.