Moody´s Analytics Adds Comprehensive Credit Risk Measures to its CreditQuotes Pricing and Valuations Service



    Moody´s Analytics announced today that it has enhanced its CreditQuotes pricing, data and valuation service with comprehensive credit risk measures from throughout Moody´s. The new CreditQuotes credit dashboard enables fast and effective analysis of debt and credit derivative instruments for relative value and risk management purposes.

    The CreditQuotes credit dashboard pairs market–based credit risk measures such as Moody´s Bond and Equity Implied Ratings (MIRs), Asset Volatility and Fair Value credit default swap (CDS) spreads along with Moody´s fundamental long– and short– term credit ratings. CreditQuotes users can now readily assess credit risk signals, across the credit curve, for several thousand issuers from data available in CDS, fixed income cash and equity markets. The enhanced CreditQuotes allows hedge funds, banks, and asset managers to more effectively manage and implement their portfolio strategies

    "The integration of Moody´s fundamental and market–based measures of credit risk with CreditQuotes significantly enhances the ability of traders and asset managers to evaluate existing positions, assess trading opportunities, and manage their portfolio risk," said Yiannis Tsiounis, Senior Director at Moody´s Analytics.

    CreditQuotes, part of Moody´s fixed income pricing and valuations suite, enables real–time price discovery and delivers pricing data via a fast and intuitive application that supports exposure analysis and best execution and offering a risk management tool to easily access alternative sources of credit risk measures.

    For more information, contact the Moody´s Client Service Desk at 212–553–1653 or visit www.moodys.com/creditvalues.

    About Moody´s Analytics

    Moody´s Analytics is a leading provider of research, data, analytic tools and related services to debt capital markets and credit risk management professionals worldwide. The company´s products and services provide the means to assess and manage the credit risk of individual exposures as well as portfolios; price and value holdings of debt instruments; analyze macroeconomic trends; and enhance customers´ risk management skills and practices. Moody´s Analytics is a subsidiary of Moody´s Corporation (NYSE: MCO), which reported revenue of $2.3 billion in 2007, employs approximately 3,500 people worldwide and maintains a presence in 29 countries. Additional information about the company is available at www.moodys.com.