Financial Sensitivity Model - Quantix

The module combines various indicators such as company financials, market signals (both equity prices and debt yields, as applicable), as well as industry risk scores to arrive at a sensitivity score for a company. These scores have been observed to be a reliable indicator of financial stress, having shown the ability to predict adverse movements in ratings of companies prior to the action having taken place.

Service Provider Information

CRISIL is a leading, agile and innovative global analytics company driven by its mission of making markets function better. It is India's foremost provider of ratings, data, analytics and solutions with strong track record of growth, culture of innovation, and global footprint. It has delivered actionable insights, and efficient solutions to over 100,000 customers through businesses that operate from India, USA, UK, Argentina, Poland, China, Hong Kong, Singapore and UAE.


Key Information

Use Cases

Monitoring: The tool provides users with a sense on the financial sensitivity of the company based on the point in time score as well as the trend that the company's score has been exhibiting. As these scores combine multiple parameters (financials, market signals, industry scores, peer comparison), it can be considered an Early Warning Signal (EWS) of financial stress.


Benefits

Ability to have an early warning signal on financial health of companies that are a part of the user's portfolio, allowing regular portfolio monitoring and timely rebalancing.


Details