Data & Analytics
(Intelligent Risk Analysis Platform)
A cutting-edge, comprehensive data & analytics platform that empowers you to visualize, analyze and manage credit risk of firms globally in a fast, simple and intuitive way.
Pre-investment Assessment & Post-investment Monitoring
Deep Insight into Credit Risk
Web UI Service
Data File Service
Full Coverage of Public Firms
Deep Credit Analytical Technologies
iRAP is powered by a proprietary credit risk analytical engine based upon the forward intensity model published by Duan et. al on Journal of Econometric in 2012.
"Intensity" stands for default intensity, i.e., the default probability of a unit time. "Forward" means the prediction of a firm's default intensity over a future period is based on its current risk profile.
The forward intensity model leans from big data of firms' historical credit information to build a sophisticated mapping from a firm's current risk profile to its default dynamics. It then produces a forward-looking point-in-time default prediction for multi-periods over the prediction horizons, i.e., PD term structure, with high granularity and precision.