The gold standard in default probability data and analytics
Kris
KRIS® provides credit professionals with the data, tools and insights necessary to manage risks inherent in credit portfolios and to optimize credit investment decisions. KRIS is utilized by major financial institutions and regulators around the world as a means of accurately pricing credit risk.
Default Probabilities
KRIS® provides a full term structure of default for both corporate and sovereign credit names based upon a multiple models approach. KRIS® default probabilities are updated daily and cover more than 40,000 companies in 75 countries.
Implied CDS Spreads, Implied Ratings
In addition to default probabilities, KRIS® provides additional quantitative measures of credit worthiness such as implied CDS spreads and implied ratings for 40,000 global companies.
Troubled Company Index
The Troubled Company Index provides a daily measure of global credit quality based on the aggregate level of default probabilities in the KRIS® coverage universe.
Credit Portfolio Management
KRIS® provides users with the ability to create and track credit name portfolios and to view these portfolios in a variety of online analytical reports or downloaded for further analysis.
Macro Factor Sensitivities
KRIS® allows users to generate company specific PD sensitivity functions based on a set of user defined macro-economic factors for use in stress testing and simulations.