CreditGrades

Addressing the Needs of the Rapidly Growing Credit Risk Market

CreditGrades offers a view of credit quality that complements current models, and delivers indicative credit spreads to provide a timely indication of when a firm's credit becomes impaired. Leveraging the CreditGrades modeling capabilities, investors can gain a better understanding of how the equity and credit markets are pricing credit risk. The modeling tool can serve as an indicative price for an illiquid credit, or as a monitoring device to identify significant credit spread moves. Additionally, it can be used as a relative value/hedging tool to take advantage of relationships between the credit and equity markets, and analyze how the credit and equity markets will respond to major changes in a company's capital structure.

CreditGrades Data is still available on a subscription basis. Contact us for more information