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.

Improve risk management

Fundamental and market views of credit risk, via a daily measure of credit at an issue level.

Enhance risk return profiles

Leverage our mechanism for relative value analysis. The service separates OAS into credit and all other risk premiums.

Expand the universe of investments

Consistent, granular and timely measures across rated and not publicly rated bonds.

Aid compliance

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