Cardinal Analytics Credit Risk Monitor

Quantifying broadly syndicated loan credit risk, daily, to help decrease losses and increase portfolio gains Book Demo Start Free Trial
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Case Study

The Problem

Selecting the right loans for your portfolio is hard.

Market Paradox

Loans in the same sector, with similar maturities, coupon, and pricing can behave differently under stress.

Sector Maturity Coupon Pricing
Core Objective

You just want to quantify which are the higher credit risk loans vs lower credit risk loans.

Goal Systematic risk differentiation before capital deployment.

Case Study

The Solution

Quantify credit risk with predictive machine intelligence.

Machine Learning Engine

Cardinal’s machine learning model interrogates historical data to assess how similar a loan is to one that has been downgraded before.

Historical Pattern Matching Downgrade Risk Signal
Daily Scoring & Delivery

Cardinal’s daily end-of-day credit risk score provides probabilities between 0.01% and 50% for issuers of broadly syndicated loans, delivered via a dashboard and Microsoft Excel Add-in.

0.01% – 50% Risk Range Dashboard Excel Add-In
Portfolio Impact Import your own portfolio to instantly see the risk present in it—differentiating higher credit risk vs lower credit risk loans at a glance.

Case Study

Dashboard Walkthrough

Like What You See?

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