Risk Modeling Data | 3,300 Global Issuers | Dataset for Portfolio Risk Modelling | Market-implied Credit Risk Modelling | Data for Inhouse Risk Models

Lucror Analytics: Proprietary Risk Modelling Data for Credit Quality & Bond Valuation At Lucror Analytics, we provide cutting-edge corporate data solutions tailored to fixed income professionals and organizations implementing quant-driven strategies. Our risk modelling data encompasses issuer and issue-level credit quality, bond fair value metrics, and proprietary scores designed to offer nuanced, actionable insights into global bond markets that help you stay ahead of the curve. Covering over 3,300 global issuers and over 80,000 bonds, we empower our clients with robust risk modelling data to make data-driven decisions with confidence and precision. By leveraging our proprietary C-Score, V-Score, and V-Score I models, which utilize CDS and OAS data, we provide unparalleled granularity in credit analysis and valuation. Whether you are a portfolio manager, credit analyst, or institutional investor, Lucror’s risk modelling data solutions deliver actionable insights to enhance strategies, identify mispricing opportunities, and assess credit risk. What Makes Lucror’s Risk Modelling Data Unique? Proprietary Credit and Valuation Models Developed for Risk Modelling Our proprietary C-Score, V-Score, and V-Score I are designed to provide a deeper understanding of credit quality and bond valuation: C-Score: A composite score (0-100) reflecting an issuer's credit quality based on market pricing signals such as CDS spreads. Responsive to near-real-time market changes, the C-Score offers granular differentiation within and across credit rating categories, helping investors identify mispricing opportunities. V-Score: Measures the deviation of an issue’s option-adjusted spread (OAS) from the market fair value, indicating whether a bond is overvalued or undervalued relative to the market. V-Score I: Similar to the V-Score but benchmarked against industry-specific fair value OAS, offering insights into relative valuation within an industry context. These models provide foundational risk modelling data for fixed income strategies aimed at outperforming benchmarks. Comprehensive Global Coverage Our risk modelling data covers over 3,300 issuers and 80,000 bonds across global markets, ensuring 90%+ overlap with prominent IG and HY benchmark indices. This extensive coverage provides valuable insights into issuers across sectors and geographies, enabling users to analyze issuer credit risk and market dynamics comprehensively. Risk Modelling Data Customization and Flexibility We recognize that different users have unique requirements. Lucror Analytics offers tailored datasets delivered in customizable formats, frequencies, and levels of granularity, ensuring that our risk modelling data integrates seamlessly into your workflows. High-Frequency, High-Quality Risk Modeling Data Our C-Score, V-Score, and V-Score I models and metrics are updated daily using end-of-day (EOD) data from S&P. This ensures that users have access to current and accurate risk modelling data, empowering timely and informed decision-making. How Is the Risk Modelling Data for Sourced? Lucror Analytics employs a rigorous methodology to source, structure, transform and process data, ensuring reliability and actionable insights: Proprietary Quantitative Risk Models: Our scores are derived from proprietary quant algorithms based on CDS spreads, OAS, and other issuer and bond data. Global Data Partnerships: Our collaborations with S&P and other reputable data providers ensure comprehensive and accurate risk modelling datasets. Cleaning and Structuring of Risk Modelling Data: Advanced processes ensure data integrity, transforming raw inputs into actionable credit risk insights. Primary Use Cases 1. Risk Management Updated daily, Lucror’s risk modelling data provides dynamic insights into market and credit risks. Organizations can use this data to monitor shifts in credit quality, assess valuation anomalies, and adjust exposure proactively. 2. Quant-driven Portfolio Construction & Rebalancing Lucror’s C-Score provides a granular view of issuer credit quality, allowing portfolio managers to evaluate risks and identify mispricing opportunities. With CDS-driven insights and daily updates, clients can incorporate near-real-time issuer/bond movements into their credit assessments using risk modelling data. 3. Portfolio Optimization The V-Score and V-Score I allow portfolio managers to identify undervalued or overvalued bonds, supporting strategies that optimize returns relative to credit risk. By benchmarking valuations against market and industry standards, users can uncover potential mean-reversion opportunities and enhance portfolio performance with risk modelling data. 4. Strategic Decision-Making Our comprehensive risk modelling data enables financial institutions to make informed strategic decisions. Whether it’s assessing the fair value of bonds, analyzing industry-specific credit risk, or understanding broader market trends, Lucror’s risk modelling data delivers the depth and accuracy required for success. Why Choose Lucror Analytics for Risk Modelling Data? Lucror Analytics is committed to providing high-quality, actionable data solutions tailored to the evolving needs of the financial sector. Our unique combination of proprietary models, rigorous sourcing of high-quality data, and customizable delivery ensures that users have the insights they need to make smarter decisions with risk modelling data that reflects market-implied credit risk. By choosing Lucror Analytics, you can: - Enhance risk management and regulatory compliance efforts. - Access nuanced credit quality and bond valuation metrics. - Identify mispricing opportunities within and across industries using with risk modelling data. - Incorporate market-driven data into your workflows. Whether you’re navigating complex credit markets, assessing credit risk, optimizing portfolios, or meeting regulatory demands, Lucror Analytics equips you with the tools to succeed in today’s dynamic financial environment through cutting-edge risk modelling data. Contact us today to learn how our risk modelling data solutions can empower your strategic objectives.