Provides a forward-looking probability of default model, known as EDF™ (Expected Default Frequency) that is used by the world’s major banks, insurers, asset managers and regulators for managing the credit risk of listed firms. Global coverage of 60,000+ publicly traded firms, 1,800+ entities with daily credit default swap (CDS) spreads, and 280,000+ bonds.
Default Risk Service – Municipal (DRS-Municipal)
DRS-Municipal has data for 30,000+ unique Municipal issuers, including rating and default history. Coverage includes (Moody’s Investors Service) rated issuers and defaulters back to 1970 for the US.
Default Risk Service – Structured Finance (DRS-SF)
DRS-SF provides complete access to our proprietary Structured Finance database, helping market participants understand credit quality trends and differences at the tranche and deal level. The database includes credit histories since 1983 and material impairment data since 1989 for over 214,000 tranches and 36,000 deals globally in asset-backed, residential mortgage-backed, commercial mortgage-backed, and collateralized debt obligations.
Default & Recovery (DRD)
DRD offers data for 850,000+ debts and 60,000+ global corporate and sovereign entities. Including rating, default, and recovery history. This data is used by Moody’s Investors Service as the starting point to produce default research that is heavily used by market participants globally.
Entity data from Bureau van Dijk’s Orbis
Orbis provides information on companies and people across the globe including firmographics, financials, financial strength metrics, detailed corporate ownership, adverse data flags, identifiers, stock data, funds, intellectual property/patents and M&A deals. Packages are available for data management and analysis projects including MDM, risk management, compliance and business strategy.
Global CLO Data Feed
The Structured Finance Global CLO data set includes detailed data on tranche, deal, and loan-level performance via hundreds of performance metrics. Metrics are derived from surveillance reports, third-party providers, and Moody’s Analytics proprietary databases.
MIR, which refers to market implied ratings, highlight differences in opinion about company credit risk and relative value for Moody’s rated firms and securities. This provides a simple framework to identify possible changes in credit quality from four sources: corporate bond, credit default swaps, equity markets, and Moody’s ratings.
Moody’s Analytics Commercial Real Estate (CRE)
Moody’s Analytics CRE provides validated and enriched datasets that give CRE professionals a 360-degree view of the commercial real estate market, including core property attributes and performance data across properties, markets, and submarkets. Our team of experts interpret and curate data from multiple sources to power better decisions based on the most complete and accurate information.
Moody’s ESG Solutions
Moody’s ESG Solutions is a trusted ESG and climate data provider that empowers organizations to make better, more sustainable decisions. The group provides forward-looking, location-specific and globally comparable climate data to support investors, banks, insurers and companies in pinpointing and managing their climate-related risks. Leveraging decades of domain expertise and best-in-class risk models and analytics, the group delivers transparent data-driven ESG insights – including ESG Scores and Sustainability Ratings – to serve every ESG objective across sustainability investing and risk management within the global equity and credit markets.
Risk Data Suite (RDS)
RDS is a family of solutions offering ratings and related information on corporate, financial institutions, sovereigns, structured finance and public finance (US Municipals). The solutions provide you access to current and historical data sets allowing for detail risk exposure analysis and improve data integrity.
US CMBS Data Feed
The Structured Finance US CMBS data set provides historical property, loan, pool, and bond-level commercial real estate data derived from surveillance reports that is enhanced with calculated data fields and REIS data.
US RMBS Loan Level Data Feed
The Structured Finance US RMBS loan level data set offers 25+ years of data, 30+ million RMBS loans, 6+ million active loans, 600+ billion data points, 450+ calculated fields and covers 8,000+ Non-agency RMBS deals.