Results are easily exported to Excel. Five table types are currently available in Release 4.52. Transition matrices , marginal default and cumulative default tables provide information by static pool from 1981 through 2000 and by industry sector. Default correlation matrices can be generated by industry or across all industries for user-selected time periods and horizons.
Company Counts tables display the distribution of the sample chosen.
Tables may be adjusted to exclude companies whose ratings have been withdrawn, and single or multiyear transition matrices are available as well as quarterly transition matrices. Company Count tables by industry are provided as well. Recovery rates based on prices at default and emergence are included with the CreditPro application, while the CreditPro Database, which underlies the CreditPro application, may also be licensed for direct access. In addition, the PMD loss recovery database may be licensed separately. Whether you're measuring credit risk on a portfolio basis or seeking a deeper understanding of default probabilities and transition behavior for your application, CreditPro provides the data set you need.