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 default and time to resolution. The company said this makes it a useful source of external default and recovery data for financial institutions preparing for Basel II compliance.

“The addition of the ELLD to our product offerings aims to satisfy the growing appetite for consortium data throughout the European credit community," said David Kelson, managing director at CreditVantage.

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