In June 2015, CreditSights Risk Products reengineered its approach to the BondScore one-year default probabilities (Credit Risk Estimates or "CREs") while debuting a new website integrating the BondScore and Ratings models. A new spreadsheet-based offering now allows users to aggregate input & output data and screen for market mispricing.
BondScore 6.0 is a more intuitive approach to our CRE one-year forward PD model, and aligns the model's methodology with the approach used in CreditSights Ratings, illustrated above.
BondScore CRE and CSR information is now available in one integrated up-to-date website. Understanding the impact of the inputs to our models and interpreting model output is easier than ever.
Complementing our updated website is a new spreadsheet-based data visualization and aggregation tool which presents input and output data from Risk Products in a standard format in numerous tables and charts, including historical views. DVS Overview