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Stand-Alone Credit Risk Measures |
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CreditEdge |
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EDF 8.0 Model Enhancements |
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Click here to learn more about the latest enhancements to MKMV's industry-leading EDF model. |
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CreditEdge Web Site |
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Moody's KMV CreditEdge |
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Learn More |
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Download CreditEdge Fact Sheet (PDF/275KB) |
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Contact Us |
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Contact Us today to see why Moody's KMV is the right choice.
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CreditEdge® is an Internet-based solution that provides daily updates on changes in the probability of default of public firms.
To compete in today's credit markets, investors must measure credit risk with a level of precision and speed not possible a decade ago. This need for dynamic, predictive risk measures calls for daily monitoring by investors and traders - a capability that traditional fundamental credit analysis cannot provide.
Moody's KMV CreditEdge: Delivering Powerful Insight On Default Risk On A Daily Basis
CreditEdge provides daily Moody's KMV EDF™ (Expected Default Frequency) credit measures for public companies and financial analysis data from a variety of forward-looking, timely sources to support trading and investment decisions.
CreditEdge allows users to focus their resources on the most significant credit problems and opportunities by alerting them to emerging changes in risk.
Powering CreditEdge: Moody's KMV EDF Measures
Moody's KMV EDF credit measures are advanced default probabilities for public and private companies. Built on over 15 years of experience with market/fundamental data and modeling, EDF credit measures have been extensively validated on defaults and credit spreads and are the market standard for lenders and investors.
Public company EDF credit measures are based on collective, real-time intelligence from global markets. A public firm's probability of default is calculated on three factors: the market value of its assets, its volatility and its current capital structure. The EDF credit measure captures the credit insight of the equity market and combines it with a detailed picture of each company's capital structure.
Moody's KMV CreditEdge Offers:
- Daily EDF credit measures on over 27,000 publicly traded firms around the world
- E-mail notification of changes in EDF credit measures based on each user's risk thresholds
- Benchmarking of EDF credit measures to predefined or custom aggregates
- Ability to conduct sensitivity analysis on changing capital structures or equity values
- Flexible query and reporting capabilities
Monitor Portfolios
- Daily updates of EDF credit measures and credit spreads
- E-mail notification of significant movements in a company's EDF credit measure, based on custom triggers, to avoid losses and identify investment opportunities
Relative And Scenario Analysis
- Compare the EDF credit measure of a company or portfolio against other companies, predefined aggregates or custom benchmarks
- Analyze multiple scenarios by updating a firm's capital structure to reflect new financing, corporate restructuring, mergers, acquisitions, stock buy-backs and more
- Utilize the extensive graphing capabilities of CreditEdge to produce portfolio distribution histograms and perform trend analysis on up to five years of company and industry EDF credit measures
Data And Engine Access
CreditEdge exports underlying portfolio data into Microsoft® Excel for further analysis. It also provides optional FTP delivery of portfolio data, with the ability to cross-reference industry standard identifiers. In addition, it uses standard XML interfaces that allow the CreditEdge EDF calculation engine to be easily embedded in internal application. |
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