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 & Recovery (DRD)
DRD offers data for 750,000+ debts and 58,000+ 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.
Financial Metrics (FM)
Financial Metrics offers access to As Reported Financial Statements (including restatements), Analyst Adjusted Financial Statements, Adjustment Details, and Ratios across a variety of segments (Banking, Corporate, Insurance).
Four Twenty Seven
Four Twenty Seven offers physical climate risk scores for a wide range of listed instruments in equities and fixed income markets. Our analysis leverages best-in-class climate data at the most granular level and scores assets on their exposure to floods, sea level rise, hurricanes & typhoons, heat stress and water stress based on their precise geographic location.
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.
MFRA (meaning municipal financial ration analysis) data allows you to add depth to your credit analysis with a comprehensive database of standardized and comparable financial data and operating credit statistics for public finance issuers rated by our sister company, Moody's Investors Service.
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.
V.E is a global leader in ESG assessments, data, research, benchmarks and analytics. Leveraging our extensive proprietary database, we equip market players with the ESG insight they need to manage risks and better understand and address their social and environmental impact. V.E has an industry unique ISO 9001: 2015 quality certification for its processes relating to methodology, assessments, sale and delivery of its data to all types of investors and issuers. V.E is a Climate Bonds Initiative Verified Provider of Second Party Opinions.