KRIS^® Risk Data and Analytics

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.