Moodys intro - Private Credit Transparency

Setting the standard in private credit risk assessments

The private credit market is evolving – and so too must the tools investors use to evaluate it. MSCI has partnered with Moody’s to provide a first-of-its-kind independent risk assessment solution for private credit investments.

The solution integrates MSCI’s universe of private capital data with Moody’s flagship EDF-X credit risk modeling, empowering investors with transparent and actionable insights into private credit risks at both the company and facility levels.


Elevate - Private Credit Solutions

Elevate your private credit investment strategy

  • Monitor credit risk

    Leverage consistent, independent Probability of Default (PD) scores and Implied Ratings for deeper risk insight across funds, sectors and geographies.

  • Automate due diligence

    Streamline credit due diligence with automated risk assessments based on Moody’s models and MSCI’s data. Eliminate manual processes and gain faster, more consistent insights into borrower risk.

  • Strengthen stakeholder reporting

    Deliver credible, transparent credit risk metrics to boards, regulators and investors. Support decision-making with insights backed by the independent methodologies of MSCI and Moody’s.


Stats - Private Credit Solutions

One of the largest private capital datasets

As of Dec 31, 2024

  • 2,800+Private credit funds

  • 60,000+Loans to companies

  • 14,000+Private company borrowers


How - Private Credit Risk

How does our collaboration with Moody’s work?

We combine MSCI’s comprehensive universe of high-quality private capital data with Moody’s flagship EDF-X and LGD models to deliver independent risk insights for private credit exposures.

  • PD estimates and Implied Credit Ratings at the company level
  • Loss Given Defaults (LGDs) at the facility level
  • Early warning signals that flag potential credit deterioration
  • Macro-adjusted PDs incorporating both climate and economic factors
  • Customizable dashboards and alerts for streamlined portfolio monitoring

CTA - Private Credit Transparency

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