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

Find out how ICE Credit Risk can help

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