Multi-dimensional credit modeling enhanced with machine learning
China’s corporate bond market provides the world’s largest offering of marginal yield to global investors, with an attractive risk/return profile. But inadequate risk assessment makes the great majority of the CNY corporate bond market illiquid
Analytical tools are undeveloped for this major market. Chinese and International rating agencies have been proven unreliable.
Greifenberg’s system can create transparency, provide reliable valuations for CNY bonds that now are illiquid, and expand the investor base for higher-yielding CNY bonds
Greifenberg Digital offers a unique analytic suite for risk analysis of corporate bonds
The Credit AITM framework uses inputs from four credit risk models, along with portfolio risk analysis
Our proprietary approach captures all relevant information efficiently and provides the most reliable credit assessment now available.
Credit AITM combines a suite of proprietary technologies: Financial statement analysis combined with an AI Machine Learning Algorithm to assess default risk, daily-updated Contingent Claims (Merton) default probability, a Big Data gauge of financial reporting reliability, and Natural Language Processing of news and social media sentiment
Unique proprietary portfolio-level measures of Credit Value at Risk (due to default) and powerful portfolio construction and optimization capability