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Moody's Analytics RiskCalc

Award-winning credit scoring solutions for private firm default risk analysis.

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Overview

RiskCalc is a suite of credit risk models that calculates the probability of default for private firms. It combines a robust financial model with a country-specific credit cycle overlay, providing a forward-looking view of default risk. It is widely used by banks, insurance companies, and asset managers for underwriting and portfolio management.

✨ Key Features

  • Probability of Default (PD) calculation
  • Loss Given Default (LGD) modeling
  • Exposure at Default (EAD) modeling
  • Stress testing scenarios
  • Industry and country-specific models
  • Financial statement analysis integration

🎯 Key Differentiators

  • Proprietary global database of private company financials (Credit Research Database)
  • Highly validated and back-tested models
  • Strong brand reputation in credit risk

Unique Value: Provides reliable, forward-looking probability of default scores for private entities, enabling more informed underwriting decisions.

🎯 Use Cases (4)

Commercial loan underwriting Supply chain risk assessment Portfolio risk management Regulatory compliance (Basel, IFRS 9)

✅ Best For

  • Assessing creditworthiness of private companies for commercial lending.

💡 Check With Vendor

Verify these considerations match your specific requirements:

  • Consumer credit scoring
  • Publicly traded company analysis (better served by other Moody's tools)

🏆 Alternatives

S&P Global Market Intelligence Fitch Solutions Verisk

Offers more sophisticated and validated models compared to simpler, internally developed scorecards.

💻 Platforms

Web API

🔌 Integrations

API Excel Add-in Batch processing

🛟 Support Options

  • ✓ Email Support
  • ✓ Phone Support
  • ✓ Dedicated Support (Enterprise tier)

🔒 Compliance & Security

✓ SOC 2 ✓ GDPR ✓ ISO 27001 ✓ SSO ✓ ISO 27001

💰 Pricing

Contact for pricing
Visit Moody's Analytics RiskCalc Website →