White Paper

Please click on the following white papers to have a non-technical explanation of the CRI data solutions.

PD & AS Fundamentals and Extensions

Probability of Default (PD)
Actuarial Spread (AS)
Probability of Default implied Rating (PDiR2.0) (Early version: PDiR_old )

System level analysis

Corporate Vulnerability Index (CVI)
CRI Systemically Important Financial Institution (CriSIFI) (Earlier version: 2018)
Bottom-up Default Analysis (BuDA) (Earlier versions: 2022b, 2022a, 2019, 2018)
Default Correlations (DC)

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White Papers

PD & AS Fundamentals and Extensions

System level analysis