Best Credit Risk Solution: Moody’s Analytics

New York-based Moody’s Analytics, a subsidiary of Moody’s Corp., pulled off a small coup when it acquired Fermat, a provider of risk and performance software to the global financial industry, at the back end of 2008. Moody’s Analytics’ credit portfolio management and economic capital tools combined with Fermat’s expertise in risk management software helped the firm scoop first prize in the credit risk category. Moody’s Analytics offers a comprehensive methodology for measuring and benchmarking credit portfolio risk, covering such assets as credit cards, corporate loans, credit default swaps (CDSs), commercial real estate loans, and CDO tranches to lenders, investors and corporations. The credit risk provision includes market-standard quantitative tools, expert credit training and consulting services, as well as credit research and opinions on debt-related issues. Advanced regulatory capital calculation and reporting solutions can help firms comply with Basel II. Moody’s Analytics’ research arm produces credit trends and economic perspectives produced by a team of economists around the world, including monthly rating trend studies in addition to daily, weekly and sector-specific commentaries and perspectives on micro and macro trends as they relate to credit.

1 Moody’s Analytics (18.2%)
2 Algorithmics (16.8%)
3 RiskVal (16.5%)