Barra Credit Data
Tools to improve the credit investment process.

Barra Credit Data makes available the Barra Default Probability model in flat file form. The data includes current and historical BDP values, as well as all the inputs into the BDP model. Barra Credit Data can be used within any in-house portfolio selection or risk management system.

Daily updated flat files containing the Barra Default Probability

Barra Default Probability (BDP): Default Probability calibrated from a sophisticated model of the capital structure of a firm. The BDP model uses equity market and financial statement data to assess the likelihood of a firm defaulting over multiple horizons. The Barra Default Probability model has been shown to be a leading indicator of rating agency downgrades and defaults in both the investment grade and high yield space.

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