CRI Data and toolkits are used by researchers, financial institutions and policy leaders globally

CRI Data in Action

NUS-CRI Data and toolkits are used by academic, corporates and regulators globally. This page contains a snapshot of some of the work done by our partners and clients.

NUS CRI data is a valuable resource for researchers studying credit risk and default risk across different sectors and geographies. The NUS CRI data is used by the academic community in various ways. Our data is used to analyze and evaluate credit risk and default risk in various sectors, including corporate governance, banking, and emerging markets. Researchers also use the data to develop predictive models for multi-period corporate defaults and estimate distance-to-default. Additionally, the data is utilized to explore the impact of macroprudential policies on bank risk and the competition-stability trade-off in European banking.

Get in touch
Check Our Smart Data

Our data is cited by

(Click names below to expand/collapse)

    Publications from European Systemic Risk Board that use our data

  • Zheng, H., & Schwenkler, G. (2020). The network of firms implied by the news (2586097211; Working Paper No. 108; ESRB Working Paper Series). European Systemic Risk Board; ABI/INFORM Collection; Publicly Available Content Database.
Privacy Notice
This site uses cookies. By clicking accept or continuing to use this site, you agree to our use of cookies. For more details about cookies and how to manage them, please see our Privacy Notice