Rely on smarter data.
Credit risk data from Switzerland. Independent. Precise.
Data platform for credit risk and
sustainability professionals and investors.
- Default risk metric for 35’000+ companies from 70+ market places
- Greenhouse gas (GHG) emission-adjusted corporate default risk metric for 8’000+ companies globally
- Recovery metric (LGD) for the entire developed market (250’000+ bonds)
- Liquidity risk metric for the entire developed market (250’000+ bonds)
Our emission-adjusted default probabilities are calibrated on GHG emissions, using the scope 1-3 metrics.
We rely on reported quantitative information only, no external ESG ratings/scores used. This ensures full transparency about methodology and data.
The coverage of our models is global with 70+ stock exchanges represented from all over the world.
We use several data providers to compare data against different sources and deliver the best calibration for our own models and data.
SigmaQ’s credit risk technology relies on latest data science techniques and Bayesian updating.
Our data have been validated and benchmarked against other providers. They are used in renowned financial institutions.
API Integration
need, when you need it.
Get reliable, powerful and robust credit risk and ESG data using SigmaQ’s API.
In need for custom
data solutions?
We stand ready to accomodate your needs.
Are you interested in learning more about SigmaQ’s credit risk technology and its capabilities?
Do you want to understand better how we integrate GHG emissions into a model of corporate default probabilities?
We offer competitive prices for all our data individually or in any combination. Full flexibility guaranteed.
Are you interested in a benchmark against your current credit risk data or credit risk valuations (IFRS 9, CECL, CPM, etc.)?
Are you already using ESG dependent risk figures and want to compare them?