CreditSights Risk Products

Discover a comprehensive range of risk solutions that empower you to generate alpha and avoid default. We provide you with the tools to help monitor, manage and mitigate risk effectively within your portfolio.

See How we Do it

Insightful Tools and Data.

CreditSights Risk Products provides quantitatively-based assessments of credit risk updated daily for more than 40,000 companies globally, enabling you to avoid defaults, anticipate rating transitions, and identify trading opportunities and areas of concern.

CreditSights Risk Products draws upon the best aspects of equity-style (‘Merton’) models and fundamentally derived (‘Altman’) models. That ensures that the models are timely, extracting salient information from the equity market without being excessively sensitive to the swings in share prices.

By leveraging the industry expertise of our team of 100+ fundamental analysts, the models are optimized for each sector and geography, and the input data is of the highest quality.


Sector Models


Years of Data


Companies Covered

Our Methodology

Risk Products leverage metrics that are relevant to each issuers’ industry using fundamental and equity market information to drive our models; we enforce objectivity by maintaining broad consistency across sectors and regions. We then combine these multiple data inputs to produce our three cornerstone outputs:

1) Credit Risk Estimate (CRE):

A near-term risk model that produces a 1-year forward probability of default.

2) Credit Quality Score (CQS)

A medium-term assessment of credit risk that has proven to be an effective leading indicator of agency rating action.  The CQS is a score between 0 and 100. The higher the CQS, the higher the medium-term credit quality of the company. Values of CQS above 50 generally indicate investment grade credit quality, while values below 50 are associated with high yield credit quality.

3) Fallen Angel Score (FAS)

A predicted likelihood of a BBB-rated issuer being downgraded to high yield over the next 12 months.

CreditSights Risk Products Enables Credit Professionals To:

Manage Portfolio Risk:

  • Anticipate rating transitions, such as fallen angels & rising star candidates
  • Monitor and act upon portfolio and issuer metrics
  • Instantly review new debt issuers
  • Identify and avoid potential defaults
  • Compare individual names vs. peer groups (by market, industry and rating)

Create Workplace Efficiencies:

  • Easily create and monitor multiple watchlists/portfolios
  • Use our Dashboard to spot trends and concentrations in credit risk within your portfolio and drill down to view underlying issuers
  • View detailed company pages that display current and historical risk data for credit issuers
  • Filter our global database for names that meet specific criteria such as by rating, region, industry and risk
  • Receive email alerts on material changes in model outputs on target names
  • Use our API, Excel-add-in and data downloads to integrate data into your own tools.

Case Studies

Learn More

Risk Products was designed for the credit professional, providing the ability to effectively monitor large credit portfolios while also generating new investment ideas. Discover a comprehensive range of risk solutions that empower you to confidently navigate the intricate landscape of financial risk. We stand as your trusted ally, equipping you to understand, manage, and mitigate risk effectively. Reach out to us learn more.




Credit Risk Estimate, Risk Products’ estimated one-year forward probability of default an accuracy of 94% in predicting corporate defaults one year ahead.


Credit Quality Score, Risk Products’ medium-term assessment of credit risk has proven to be an effective leading indicator of agency rating actions, anticipating 89% of ratings downgrades.

Request a Trial

Qualifying institutions can request complimentary access to our CreditSights research platform, where you can browse our library of expert-produced insights and reporting.


Know More. Risk Better.®

Sign up to receive our latest credit insights direct to your inbox.