Moody’s Analytics and Allvue Systems have launched the Moody’s Analytics EDF-X Private Credit Model, a new credit risk model designed for private credit markets.
Based on Moody's expertise and Allvue's data, this model identifies early signs of borrower financial stress, such as covenant waivers and payment-in-kind arrangements, before they result in missed payments or defaults.
With the projected growth of private credit to $4 trillion by 2030, this model helps investors and lenders gain earlier visibility into portfolio risks. Unlike public markets, private credit often lacks transparent data, making early risk detection crucial.
The model uses de-identified borrower performance data from Allvue to separately estimate the likelihood of hard and soft credit events, providing a comprehensive view of borrower credit risk specific to the asset class.
NielsenIQ · Oct 8, 2026 11:45 KST
AI illustrationMarketVector Indexes™ · Oct 8, 2026 11:30 KST
AI illustrationEBC Financial Limited · Oct 8, 2026 09:34 KST
NewenAI · Oct 8, 2026 08:00 KST
NielsenIQ · Oct 5, 2026 14:05 KST
AI illustrationHenley & Partners Holdings Ltd. · Oct 5, 2026 10:06 KST
