iRAP Credit Analytics
Quantitative credit analysis in the new era must be dynamic and forward-looking.
That’s what we’ve always advocated — and consistently delivered.（产品定位）
Leading-Edge Forward Intensity Model
Proprietary Methodology
FIM is a predictive engine that calculates the probability of default at specific future dates. It transforms big data into a clear "risk timeline," showing you precisely when and how likely a company is to fail.
Granular Risk Measurement
PD Suite
(Probability of Default)
Access PDs ranging from 1 month to 60 months, allowing for precise tenor matching rather than a simple 1-year snapshot
Criat Credit
Cycle Index (CCCI)
Criat Credit Cycle Index measures the aggregate credit risk of an economy/industry via a bottom-up approach to represent the healthiness and vulnerability of the credit market.
FV Suite
(Fair Value & Valuation)
Synthetic Credit Default Swap spreads for entities without liquid traded CDS, enabling comprehensive hedging and relative value analysis
Default Correlation Matrix (DCM)
Critical input for portfolio diversification and Basel capital adequacy calculations
From Insight to Action
Stress Testing & Scenario Analysis
Simulate the impact of macro-shocks (e.g., interest rate hikes, geopolitical crisis) on individual entities and entire portfolios
Portfolio Analysis
Calculate Expected Credit Loss (ECL) and optimize capital allocation with risk-weighted views.
Flexible Delivery Services
Data Feed
Delivery Options
SFTP | API | S3 | EMAIL
Website
Intelligent Risk Analysis Platform
Partner Integration
Strategic Data Partners
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