RiskGauge Models

RiskGauge 3.0 (RG 3.0) is S&P Global's flagship credit risk model from Credit Analytics, that integrates various credit risk assessments into a single score to provide an aggregated and unified view of a counterparty's creditworthiness. Leveraging the strengths of multiple Credit Analytics' models, it provides a streamlined and comprehensive view of a counterparty's credit risk.

Highlights of RG 3.0:

• Uses enhanced credit risk factors—financial, business, and market‑driven—to enable a simple, efficient, and comprehensive assessment of credit quality
• Delivers a comprehensive credit risk assessment aligned with S&P Global Ratings, using company financials, macroeconomic factors, and market‑implied data
• Provides a streamlined view of counterparty credit risk, delivering daily PD estimates and credit scores across private and public companies worldwide, spanning all sizes and industries

RiskGauge 2.0 (RG 2.0) is an S&P Global Market Intelligence credit risk model that merges three independent credit assessment methodologies into a single, unified probability of default (PD) score. It serves as a core component of the Credit Analytics model, enabling users to evaluate counterparty creditworthiness through a consolidated, data-driven lens.

Highlights of RG 2.0:

• Combines credit risk signals from CM, PDFN, and PDMS into a single unified score
• Delivers a unified credit risk assessment by integrating fundamental analysis, quantitative modeling, and market sentiment into a single view
• 1–100 Scoring Scale with Daily Updates — Provides a single, actionable credit risk score (1 = highest risk, 100 = lowest risk) updated daily to enable rapid, holistic credit decisions with analytical rigor