CreditVantage launches European credit risk database

The database, which follows the model of the company’s North American Loan Loss Database, is compiled from data supplied by financial institutions in France, Germany, Switzerland and the UK. CreditVantage said it contains approximately 3,000 loan observations from 1,100 obligors across Europe.

The ELLD allows users to analyse various aspects of the performance of commercial loans, including credit migration, default rates, loan utilisation/exposure at default, loss-given default, time to defa

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