Thomson Reuters offers unique credit risk capabilities that bring together Thomson Reuters proprietary StarMine Credit Default models, reference data, core rankings agency data, legal entity, pricing and analytics. The StarMine Credit Default models provide data services that enable automated and continuous monitoring and review processes to improve a firm's ability to predict credit events as early as possible.

Our credit risk capabilities assist firms with such requirements that come from Basel and Dodd Frank regulation. For more information or to determine how best we can help you with all your forms of credit risk, simply click here and request to speak to one of our specialists today. 

Key Features

  • Thomson Reuters proprietary StarMine Credit Default Models with an evaluated view of credit risk forecasting the probability of default for over 40,000 publically traded companies. 
  • A universe of 1 million entities across 250 markets and complete cross asset integration
  • Reference data, LEIs and cross referenced entity codes to meet latest regulatory requirements
  • Countires of risk data detailing where risk lies not only for the main country but also other exposed countries
  • Evaluated pricing for over 2.5 million fixed incomes securities, derivatives and bank loans across all assets 
  • News Sentiment Analytics helping to provide automated early warning indicators by industry, sector, geography and company
  • Rating Agency Ratings
  • Over 2,400 credit curves
  • CDS data 

Find Out More:

If you would like to know more about any of our information services, simply click here and speak to one of our specialists today.

Download a copy of the Credit Risk factsheet

To learn more about Thomson Reuters Data Services, click here.

To learn more about Thomson Reuters Reference Data Services, click here.

To learn more about Thomson Reuters Reference Pricing Services, click here.