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Credit Risk - CreditGrades -

CreditGrades™

Addressing the needs of the rapidly growing credit risk market

CreditGrades is the industry's most robust analytic credit pricing tool, designed to promote price transparency. CreditGrades offers a view of credit quality that complements current models and delivers indicative credit spreads to provide a timely indication of when a firm's credit becomes impaired.

 

Benefits of CreditGrades™

CreditGrades is a powerful decision-making tool for participants in credit markets:
  • Gain a better understanding of how the equity and credit markets are pricing credit risk
  • Delivers indicative credit spreads to understand when a firm's credit becomes impaired
  • Provides a relative value/hedging tool to take advantage of relationships between the credit and equity markets
  • Analyze how the credit and equity markets will respond to major changes in a company's capital structure

CreditGrades delivers significant growth to the credit derivatives market and its respective industries, helping participants in the credit markets make more informed credit decisions.

More Information on CreditGrades

The CreditGrades model has been implemented at www.creditgrades.com. Visitors to the site can observe current and past CreditGrade levels and perform what-if or sensitivity analyses on the model inputs.

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