Credit Analytics
CSME helps users identify market opportunities that may be rich or cheap,
identify obligors with a change in status that may drive the price of bonds
one way or another, and quickly assess the creditworthiness of a trade on
the secondary market. CSME assesses credit risk using:
- Financial ratios and trends on individual credits and vs. peer groups
- A wide selection of financial ratios measuring coverage, leverage, liquidity and profitability
- Trend analysis via ratio calculations over multiple time periods
- User defined ratios, using the consistently fielded data within a sector
- Benchmark comparisons
- User defined benchmarks for peer group analysis against other benchmarks or individual credits
- Standard benchmarks, such as vs. credit medians and vs. individual peers
- Multi-variate ranking within sector or sector/rating peer groups for proprietary credit scoring models
- Multi-variate regression for predictive or proxy ratings