MSCI and Moody’s Launch Advanced Risk Tool for Private Credit Investments
MSCI and Moody's Corporation have jointly introduced a risk assessment solution for private credit investments, integrating MSCI's extensive private capital data with Moody's EDF-X credit risk modeling tool.
The solution offers independent, consistent probability of default scores and implied ratings across various funds, sectors, and geographies, enhancing risk insight for boards, regulators, and investors. It further includes early warning signals for credit deterioration, macro-adjusted PDs with climate and economic factors, and loss given defaults at the facility level.
See the full article at