PF2 EvaluRating™ provides a centralized solution for the comparison and application of ratings-dependent performance data. PF2 EvaluRating™ promotes ratings accuracy and transparency, while encouraging users to learn more about the various intricacies of different rating agencies, both big and small.
Our tools are used by a wide range of finance professionals:
- Auditors rely on ratings performance in contemplating the comparative risks associated with diverse investment portfolios
- Fund managers use transition matrices to quantify and hedge against portfolio-level movements
- Investors apply data from transition matrices to run financial simulations that hinge on time-dependent conditional default probabilities
- Regulators benefit from the increased transparency afforded by transition matrices into the sturdiness of ratings upon which they’re relying
- Risk managers look to transition matrices to examine the downgrade and default capacity of their portfolios
- Supervisors apply transition matrices to ensure their constituents have sufficient regulatory capital reserved for periods of heightened default stress
- Swap counterparties use transition data to manage counterparty risk and estimate leverage
With our Transition Matrix engine you can:
- Create the roll-rate matrix that best fits the timeline of your Monte Carlo simulations
- Examine ratings activity and volatility during calm and stressed periods
- Gain a competitive edge in performing a rating agency operational due diligence review
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