Moody's and Allvue Launch Private Credit Risk Model

Business Wire··US·Read original
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Summary · why it matters

Moody's Corporation and Allvue Systems announced the launch of the Moody's Analytics EDF-X Private Credit Model, a forward-looking credit risk model purpose-built for the private credit market. The model, powered by de-identified private credit borrower performance data contributed by Allvue, identifies early signals of borrower stress such as covenant waivers and payment-in-kind arrangements before they appear as missed payments or defaults. It is the first Moody's model calibrated directly on observed private credit performance, complementing the existing Moody's Analytics credit risk models, and it separately estimates the likelihood of hard credit events and the soft credit events that often precede them. Moody's projects private credit to approach $4 trillion in assets by 2030, and the model is now available to customers of both firms through the Moody's Analytics EDF-X API. More than 1,000 private capital firms use Allvue solutions, directly or through their fund administrators, and the contributed data is de-identified and contractually governed so that no individual firm is identifiable.

Impact on assets 1

Cloud & Digital Infrastructure▲ · 1 stocks
Moodys Corporation
MCO
▲ PositiveTechnologyrelevance

Moody's launched the EDF-X Private Credit Model, a new product built on observed private credit performance data, expanding its analytics offering.

Off-coverage companies 1

Allvue Systems, LLCPrivate▲ Positive
Technologyrelevance

Allvue contributed de-identified borrower performance data to power the jointly launched Moody's Analytics EDF-X Private Credit Model.

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