News

CreditDynamix® EBA Stress Test PD-Benchmarks out now, March 2016

Benchmark PD-multiples for the 2016 EBA stress along baseline and adverse scenarios are available for corporates and banks in all European countries and the US. All calculations are based on CreditDynamix® bottom-up PD simulation. For more details please check (EBA-) Stress PD-Shifts or contact us.
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CreditDynamix® Corporate validation show robust results, August 2015

The model based forecasted balance sheet items show very high correlation (90%+) with real “out-of-sample” observed value. Our 2014 ORBIS validation sample covers approx. 3.6 Mio observations of 170.000 companies globally. Forecasts show very high correlation with actual observed values which is driven by model accuracy as well as accuracy of macro factor forecasts.  
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CreditDynamix® FI backtests show robust results, February 2015

CreditDynamix® and AuDiT FI rating (Diem & Tasch) show robust results on backtesting for banks. E.g. jump of Deutsche Bank’s net income in 2014 was accurately predicted by CreditDynamix®. Further details and backtesting results are available in the linked presentation.  
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CreditDynamix® available via BvD Fact platform, January 2015

CreditDynamix® is available via BvD Fact platform (FACT). For our customers it is possible to get a standardized access to our product CreditDynamix® using there the full functional range like balance sheet projection and stress as well as scenario analysis. Via Fact CreditDynamix® is linked with rating models, in particular for corporates and banks.
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CreditDynamix® available in BvD Orbis, December 2014

Since December 2014 CreditDynamix® is available in Orbis, a global database containing information on nearly 140 million companies worldwide provided by BvD (ORBIS). For any firm within ORBIS, the ORBIS user can check how its balance sheet positions evolve along the EIU-CS (Economist Intelligence Unit – Consensus Scenario) and use this information to evaluate any KPI he/she is interested in – thus broadening th
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