KRIS Risk Data and Analytics
Asset class coverage
- Publicly traded companies (more than 42,000) across 76 countries.
- Sovereigns (more than 180).
- FDIC insured banks (more than 4,500).
Multiple risk indicators
- Probability of default term structure from 1 month out to 10 years in maturity.
- Current implied credit rating.
- Future expected credit rating.
- Industry peer percentile.
Bond-level analytics
- Default probabilities matched to bond-level data.
- Spread and volume.
- Terms and conditions.
- Ability to create/load custom portfolios.
Risk map interactive analysis
- Visualization of companies across probability of default and credit rating.
- Visualization of bonds across probability of default and credit spread.
- Bank default risk by state.
Flexible data delivery
- Interactive web portal.
- FTP file download.
Complete transparency
- Extensive model documentation that includes coefficients.
- Back-testing results.