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Moody's KMV RiskCalc® enables greater precision and accuracy in evaluating private firm credit risk by combining financial statement and equity market-based information.
Institutions are faced with an ever-increasing demand to quantify private firm credit risk in order to better manage overall risk and avoid losses. The source of this demand is not only regulators and shareholders, but also internal risk managers who are trying to maximize their institutions' return on risk.
Moody's KMV RiskCalc 3.1: Fundamentally Changing The Middle Market Credit Process
Moody's KMV RiskCalc 3.1 enables institutions to accurately characterize the credit risk of thousands of private companies in minutes for faster loan underwriting decisions and efficient monitoring of portfolio credit trends. Armed with this tool, credit risk professionals can focus their resources on loans with the greatest risk. In addition, accurate default probabilities provide a common metric for communicating with regulators and internal staff.
The Market Standard: Moody's KMV EDF Credit Measures
Moody's KMV EDF™ (Expected Default Frequency) credit measures are actual probabilities of default that can be incorporated into valuation and portfolio models for precise decision making. Built from over 15 years of experience with market and fundamental data modeling, EDF credit measures have been extensively validated on defaults and are the market standard for lenders and investors.
Powering Moody's KMV RiskCalc 3.1: The World's Largest And Cleanest Private Company Default Database
Moody’s KMV RiskCalc 3.1 utilizes the Moody’s KMV CRD® (Credit Research Database), the world’s largest and cleanest collection of data on private companies. Built in partnership with over 45 financial institutions around the world, the CRD contains 20 million financial statements on 4 million firms and more than 250,000 private company defaults.
Private company credit risk drivers differ between countries. Moody's KMV RiskCalc 3.1 combines private firm data with in-depth knowledge of local default drivers to build a global network of models that covers approximately 80% of the world's GDP.
Moody's KMV RiskCalc Global Network
Please click on a country name in the below tables to view the respective Moody's KMV RiskCalc Model Fact Sheet. All files are in PDF format.
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