Standard & Poor's Risk Data Products offer you a set of comprehensive, robust credit default and loss information tools that facilitate your estimation of default risk and economic losses for a wide range of credit exposures.
Loss Trends Monthly
Click on the graph above to view the entire report.
Loss Trends Monthly is a new report from Standard & Poor’s Risk Solutions that helps you gain insight in to default and recovery data trends across sectors and regions. The default data included in the Loss Trends Monthly report is based on preliminary dollar estimates from Standard & Poor’s Risk Solutions’ CreditPro® and LossStats® Database.
This month's report: The ongoing U.S. housing crisis generated the lion's share of June's credit failures, with the defaultof $6.8 billion in debt by Residential Capital LLC, a subsidiary of GMAC Capital. The failure wasby far the largest single default this year (See Figure 1) and helped push the default volume in Juneto $10.6 billion--the highest monthly total of 2008.
Thought Leadership
News
Bank of China (Hong Kong)
strengthens its internal ratings system for financial institutions with the assistance of Standard & Poor's Risk Solutions. Click here.
Events
Standard & Poor’s Emerging Issues in Fixed Income
Tuesday, September 16, 2008
7:30 a. m. - 11:00 a. m.
Hilton Minneapolis
Minneapolis, Minnesota
Best Practices in Measuring Defaults and Recoveries Suzanne Smith, Managing Director, Risk Solutions
RMA Annual Risk Management Conference
October 18-21, 2008
Baltimore Marriott Waterfront
Capital Management Under Basel Pillar II Bogie Ozdemir, Vice President, Standard & Poor’s Risk Solutions
For additional information, please click here.
Publications
Basel II Implementation: A Guide to Developing and Validating a Compliant, Internal Risk Rating System
Basel II Implementation offers a holistic approach to implementing risk management solutions that goes beyond the regulatory requirements to help institutions improve risk management practices and gain a competitive position in the market.
Bogie Ozdemir, Vice President, Standard & Poor’s Risk Solutions
(available October 2008)
Podcast
Measuring Project Finance Risk: Standard & Poor’s Credit Assessment Templates And Data Consortium
Project finance is a specialized asset class that continues to grow globally. In this podcast, learn more about our default and recovery model for project finance transactions from Standard & Poor’s managing director of Risk Solutions, Suzanne Smith. In addition, Mark Haydoutov, director of Data Services, discusses our Project Finance Consortium, including its benefits to participants and the key statistics derived from the data.
To listen to this Podcast, please click here.
