Default data deliver a sound foundation for the development of highly selective scoring and rating models and for the calibration of probability of defaults (“point-in-time” or “through-the-cycle”). These data can also be used to validate existing scoring and rating models. Our standardized default histories reach back to the year 1996.
All data are subject to quality-controlled data management and data maintenance procedures. Default events can be enriched through customer portfolios. Events have been defined in compliance with banking regulations and are used for the purposes of calibration, validation and the development of new as well as the improvement of existing risk measuring techniques.
The default data we provide include negative information such as:
- Companies‘ applications for insolvency proceedings
- Delays in payment (specified in days)
- Customer insolvencies of leading executives
- Insolvency proceedings in connection with residual assets
- Refusals to provide financial information;
- Creditor satisfaction excluded.
- Combining industry-specific data (categorizing industries according to the WZ'08 Code) and data from specific regions (municipalities, districts or federal states) with our default data, we can provide you with a customized RiskCheck. Place your order in our Webshop now.
The RiskCheck allows you to analyze and to assess the specific structures, risks and developments of individual regions and/or industries.
Select the region and/or industry, and get customized RiskChecks.