VALUE PROPOSTION
Smarter Fixed Income Investing
AVED transforms how financial institutions navigate fixed income markets with predictive analytics and AI-driven insights.
Early Warning
Detect subtle signals of potential credit events before they become market consensus, giving you a critical edge in decision-making.
Opportunity Discovery
Uncover mispriced bonds and hidden value in global fixed income markets through our proprietary quantamental framework.
KEY FEATURES
Comprehensive Credit Analytics
AVED offers buy-side focus tools and analytics in a unified platform to help you make better and faster investment risk decisions.
Early Warning System
Criat’s Early Warning System (EWS) leverages a proprietary quantamental approach – finding agreement between traditional ratings and quantitative model– to dynamically detect emerging credit risks. Augmented by AI, it pinpoints the origin and transmission paths of risk, enabling early identification of credit events and safeguarding your portfolio returns.
-
Detects signals 6-18 months before rating agencies act
-
True signals considerably reduces false alarms
-
Integrates with your existing workflow and systems
-
AI-powered credit rationale
QUANTIFIABLE IMPACT
Proven Real-Life Results
AVED delivers measurable improvements across key performance metrics.
6-18
Month Lead Time
Early detection provides ample time for portfolio adjustments.
30%
More Automation
Automating credit surveillance frees analysts for higher-value work
70%
Fewer False Signals
Our quantamental approach reduces noise and improves signal quality
25%
Precession Accuracy
More accurate identification of credits likely to deteriorate
OUR APPROACH
Quantamental 2.0
AVED combines cutting-edge technology with deep credit expertise to deliver actionable insights.
AA-
(Agency) Credit Ratings
Globally recognized and trusted through the cycle credit metrics capturing subjective view of credit risk.
Qualitative Model
Criat Dynamic Rating
Anchored to CRA but benefits from market and macro dynamics for better credit risk responsiveness.
Quantamental Model
Probability of default Implied Ratings
Based on Criat's forward intensity framework, captures daily market, macro and financial risk factors.
Quantitative Model
CASE STUDIES
Turning Data into Foresight: Anticipating Credit Events
Illustrative examples showing how early detection of credit events supports timely decision-making and strengthens portfolio risk management.
Nanya Technology Corp - early signals of downgrade
Criat's dynamic credit rating first indicated signs of downgrade in Mar 2024 - 9 months ahead of being downgraded to fallen angel status.
.png)
Ready to transform your credit worflow?
Schedule a consultation with our team to see how AVED can work for your organization.