ICE Credit Risk supports faster understanding of credit risk, assists in relative value analysis, and services new accounting standard rules. Faster signals, improved bond spread analysis, and broader coverage help discern early deterioration or improvement of credit.
ICE Credit Risk daily metrics include items such as Credit Scores (1-22), implied Probability of Default (PD) and Loss-Given Default (LGD) values for global corporate bonds. The metrics are built by combining the credit estimates from leading financial institutions with evaluated pricing and analytics, as well as issuer-to-issue related reference data using a rigorous methodology.
Fundamental and market views of credit risk, via a daily measure of credit at an issue level.
Leverage our mechanism for relative value analysis. The service separates OAS into credit and all other risk premiums.
Consistent, granular and timely measures across rated and not publicly rated bonds.
Data supporting various accounting standards including IFRS 9, CECL and ASC Topic 326.
Key Inputs to ICE Credit Risk Metrics
Credit estimates from financial institutions
An analyst-consensus view of credit risk, by Credit Benchmark®
Evaluated pricing and analytics
A market view of credit risk, powered by ICE Data Services' offerings
Issuer-to-issue reference data
Essential data to map credit risk by ICE Data Services