Moody’s Analytics and Allvue Launch Credit Risk Model to Identify Early Signs of Borrower Stress in Private Credit

Moody's Analytics and Allvue launched the EDF-X Private Credit Model, a forward-looking credit risk model that flags early borrower stress signals like covenant waivers and PIK arrangements before defaults occur. The model is the first Moody's model calibrated directly on observed private credit performance, using de-identified borrower data from Allvue, whose platform is used by more than 1,000 private capital firms.

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