Moody’s Performance Data Service (PDS) is a high quality data set that serves as an early warning system for your portfolio of structured securities. PDS offers the same extensive …

Dec 2, 2021 · Moody’s flagship solution for accelerated risk insights and early warning signals, leverages our time-tested credit models to assess the financial resilience of rated and unrated, …

Moody’s Performance Data Services (PDS) provides access to Moody’s database of U.S. ABS and RMBS performance data for ease of deal monitoring and benchmarking.

Measuring historical default rates and calibrating credit risk models requires a comprehensive dataset of rating histories and defaults. Moody’s Default Risk Service database allows you to …

Sep 26, 2018 · Incorporate conditional PiT PD / LGD term structures into existing accounting systems. Consistency with internal process (Credit process, watch list approach, ICAAP, …

In a world shaped by increasingly interconnected risks, Moody’s data, insights, and innovative technologies help customers develop a holistic view of their world and unlock opportunities.

cally led changes in actual corporate default rates by about one year. This relationship is evident in Exhibit 1, where the blue lines, the average expected PDs for public and private firms, rise …

Moody's CDOROMTM Data Feed provides daily, updated data on the underlying corporate collateral of synthetic CDOs. The data can be uploaded into the Moody's CDOROMTM model …

Derived from Moody’s Analytics’ Public Firm EDF measures1, Stressed EDF measures can substitute seamlessly for traditional point-in-time default probabilities (PDs) whenever it is …

Moody’s assigns provisional ratings to medium-term note (MTN) or similar programs and definitive ratings to the individual debt securities issued from them (referred to as drawdowns or notes).