close icon

Please fill out the following to enquire.

Thank you! Your submission has been received!
Oops! Something went wrong while submitting the form.
Credit Risk Models
Accurate risk assessment, faster model development, improved credit ratings and the ability to identify hidden risks.

Our credit risk models perform accurate and benchmarked risk assessments, faster model development, improved credit ratings, ability to identify hidden risks, reduced reliance on manual processes. Credit risk models are statistical tools used by lenders and financial institutions to assess the probability of borrowers defaulting on their loans. These models analyze various factors such as credit history, income, debt-to-income ratio, and other financial indicators to estimate the likelihood of a borrower defaulting on their loan. The Credit Risk Calculators allows the user to estimate the Probability (PD) and Loss Given Default (LGD) and is used for risk management, capital management, fair valuations, stress testing and IFRS 7, 9, 13 and 16 purposes.

Request EIM fact sheet download icon Request Risk Suite fact sheet
Request EIM fact sheet download icon Request Risk Suite fact sheet
Products  
SME

SA SME Model

The SA SME credit risk model is a reliable and customisable solution designed to assess credit risk for small and medium-sized enterprises in South Africa.

‍

By leveraging comprehensive data and user-friendly features, it helps businesses reduce their exposure to credit risk and support the growth of SME's. The SA SME model utilizes financial ratio variables based on their ability to predict corporate defaults through actual market-based relationships.

Enquire about this product
Enquire nowView details
RC

Moody's KMV RiskCalc

Moody’s KMV RiskCalc is a BASEL II compliant SME model for Africa and Emerging markets.

‍

The tool uses a network of country-specific models linked with Moody’s methodology and benchmark data. With this approach, RiskCalc provides the most effective way to capture default risk factors in Africa and Emerging markets. The Moody’s KMV RiskCalc ratings rely mostly on financials drivers and operating capital. The model rating drivers and outcomes have been aligned with those applied and published by the external credit rating agencies.

Enquire about this product
Enquire nowView details
GC

Global Corporate Model

Global Corporate Model (GCM) is a BASEL II compliant Global SME model.

‍

The Global Corporate model is a risk calculator, which allows the user to efficiently obtain a supportable credit rating for large corporate exposures. The GCM model is based on a quantitative analysis of various financial ratios, industry-specific factors, and macroeconomic variables to determine a company's credit rating. The model evaluates a company's financial performance, leverage, liquidity, and cash flow generation ability to determine its creditworthiness.

Enquire about this product
Enquire nowView details
HR

Hazard Rate

The Hazard rate calculator allow the user to calculate the top-down risk parameters used in the IFRS 9 expected credit loss (ECL) process.

‍

The model uses a migration approach to calculate the Probability of Default(PD) and a Development Factor Approach to calculate Loss Given default (LGD). This tool will revolutionise the modelling process, including the handling of data.

Enquire about this product
Enquire nowView details

Paired with all Risk Suite products we offer: 

Our goal is to empower organisations to make informed and strategic decisions by leveraging advanced technology and comprehensive solutions paired with partnership level service delivery to get you up and running now, and evolving into the future.

Documentation & demonstrations

Ongoing support & maintenance

Impact assessment

Stakeholder engagement & training

Insights

November 3, 2020

Credit Markets Review and Outlook - Core Profits and U.S. Equities Set New Record Highs

Not only has the market value of U.S. common stock set a new record high, so have the core pretax profits of U.S. corporations. Third-quarter 2020’s core pretax profits were much greater than anticipated. Rather than incur a widely expected year-to-year decline, core pretax profits managed to grow by 3.3% from a year earlier in the third quarter to a new record high. Read this and more in the Ful

Moody's publication
Moody's research 
Moody's publication
April 15, 2021

Record-High Systemic Leverage Limits Upside for Benchmark Interest Rates

The secular decline by Treasury bond yields since 1982 has been accompanied by a secular climb in the ratio of private and public non financial-sector debt to GDP. Basically, as benchmark interest rates have declined to help maintain a satisfactory pace for business activity, the private and public sectors have assumed more debt relative to underlying expenditures. Furthermore, as indebtedness inc

Moody's publication
Moody's research 
Moody's publication
January 11, 2021

Nigeria's reduced remittances will worsen foreign-currency shortages

On 6 January, Central Bank of Nigeria (CBN) data indicated that monthly total direct remittances from Nigerians based abroad fell to their lowest level in three years in September 2020. The decline is credit negative for Nigerian banks because it reduces their already limited foreign currency, strains their foreign-currency liquidity buffers and raises funding costs.Remittances fell by 88% betw...

Moody's publication
Moody's research 
Moody's publication
View more insights
Contact us for more information
Thank you! Your submission has been received!
Oops! Something went wrong while submitting your enquiry. Please try again.