Credit Rating Engine · v5
↗ XCF Calculator
Internal Use Only
STRUCTURELoan type
Direct loan
100% credit exposure to borrower. Asset pledge as protection.
100% insured
Full insurance cover. Shadow rating for insurer underwriting.
Partial insurance
x% covered, x% residual risk. Coverage must sum to insured %.
Insurance cover
⚠ Coverage % does not sum correctly
✓ Coverage validated
STEP 01Borrower & transaction
Counterparty
OECD Risk
Income Group
CPI 2024
S&P industry risk score shown. Auto-feeds business risk profile.
M
yrs
STEP 02Financial inputs — enter raw figures from accounts
P&L and balance sheet by year
Year 1
M
M
M
If EBITDA not stated
M
M
M
M
M
M
M
M
M
Information quality adjustment — not S&P methodology; reflects data uncertainty
STEP 03Business risk profile
S&P / Moody's business risk assessment — four factors, each scored 1–6
1 — Very Low
2 — Low
3 — Med-Low
4 — Medium
5 — Med-High
6 — High
Rate the sector, not this company. Score is the same for all borrowers in this industry.
ScoreLabelExamples & criteria
1 — Very LowEssential / regulatedWater utilities, regulated telecoms, sovereign-backed infrastructure. Near-zero demand cyclicality, high barriers, pricing power protected by regulation.
2 — LowStable / defensiveStaple food production, basic pharma, essential logistics, trade finance on commodities. Low cyclicality, moderate barriers to entry.
3 — Med-LowModerate barriersGeneral manufacturing, agribusiness, infrastructure projects, standard trade. Some cyclicality but established players have advantages.
4 — MediumCompetitive / cyclicalEnergy, financial services, shipping, general chemicals. Earnings swing meaningfully through economic cycles. Entry barriers exist but are not prohibitive.
5 — Med-HighHighly cyclicalReal estate development, mining, steel, construction. Revenues highly correlated to economic conditions. Weak pricing power in downturns.
6 — HighSpeculative / commoditisedSpot commodity trading, speculative real estate, highly competitive retail. No barriers, price-taker, earnings volatile. Survival depends on cycle timing.
1 — Dominant
2 — Strong
3 — Satisfactory
4 — Fair
5 — Weak
6 — Vulnerable
Rate this borrower within their industry. Key questions: market share, pricing power, customer concentration.
ScoreLabelWhat to look for
1 — DominantMarket leaderClear #1 or #2 in market. Sets prices, not a price-taker. Diversified customers across geographies. Long-term contracts. Strong brand or IP moat.
2 — StrongEstablished playerSolid market position with identifiable competitive advantage — cost, relationships, or specialisation. Revenue resilient through cycles. Some customer concentration acceptable.
3 — SatisfactoryNiche / adequateEstablished in a niche but without strong pricing power. Customer base is reasonable. No obvious existential threat but limited ability to grow margins.
4 — FairLimited advantageNo clear differentiation. Competes mainly on price. Top 3 customers represent >50% of revenue. Vulnerable to losing key contracts. Thin margins.
5 — WeakStructurally weakLosing market share. Single or highly concentrated customer. No pricing power. Dependent on one geography or product. Management unable to articulate strategy.
6 — VulnerableAt riskBusiness model under threat (disruption, regulation, or loss of key contract). Negative margin trend. Survival dependent on external support or restructuring.
1 — Minimal
2 — Low
3 — Moderate
4 — Elevated
5 — High
6 — Very High
Auto-set from OECD classification. Override if you have specific knowledge of transfer risk or political situation.
ScoreOECD classTransfer & political risk
1 — MinimalOECD 0G7 / developed markets. No meaningful transfer risk. Full FX convertibility. Rule of law. Examples: US, Germany, Japan, Singapore, Australia.
2 — LowOECD 1–2Investment-grade sovereigns. Convertibility well established. Minor political risk. Examples: UAE, Saudi Arabia, Chile, Malaysia, Israel, Qatar.
3 — ModerateOECD 3Emerging markets with functioning institutions. Some FX risk. Occasional capital controls possible. Examples: Brazil, India, Mexico, Morocco, Vietnam.
4 — ElevatedOECD 4Meaningful transfer risk. History of capital controls or debt restructuring. Political instability possible. Examples: Egypt, Kenya, Jordan, Colombia, South Africa.
5 — HighOECD 5–6Significant transfer / convertibility risk. Sovereign stress or restructuring history. Examples: Turkey, Pakistan, Bangladesh, Tunisia, Ethiopia, Ghana.
6 — Very HighOECD 7Sanctions, conflict, or sovereign default. Repatriation of funds at serious risk. Examples: Ukraine, Russia, Lebanon, Sudan, Venezuela, Afghanistan.
1 — Exemplary
2 — Strong
3 — Adequate
4 — Fair
5 — Weak
6 — Poor
Most subjective factor. Use management meeting, KYC documents, audited accounts, and track record.
ScoreLabelWhat to assess
1 — ExemplaryBest in classExperienced C-suite with 10+ years in sector. Clear and credible strategy. Big 4 audited 3+ years. Independent board with audit committee. ESG reporting. No related-party concerns.
2 — StrongSolid governanceCompetent management with proven track record. Audited accounts. Succession plan exists. Board oversight in place. Transparent reporting. Strategy clearly articulated.
3 — AdequateAcceptableManagement capable but limited track record or thin team. Mid-tier auditor. Basic governance structures. No obvious red flags but limited comfort on succession or oversight.
4 — FairBelow standardOwner-managed with key-man risk. Weak or no independent oversight. Management accounts only. Strategy reactive rather than proactive. Related-party transactions present but disclosed.
5 — WeakGovernance concernsLimited transparency. Undisclosed related-party dealings. No succession planning. Accounts qualified or delayed. Management unable to explain financials. Prior disputes with lenders.
6 — PoorMaterial riskSerious governance failures. Fraud risk, misrepresentation, or prior defaults. Accounts unreliable. Consider whether to proceed with transaction regardless of financials.
STEP 04Asset pledge & collateral
Pledged assets
Asset 1
M
%
STEP 05Modifiers & adjustments
Final adjustments
±
Analyst discretion after committee review. Range −3 to +3 notches. Applied after all model outputs.
Methodology: Borrower creditworthiness rating follows S&P Global Ratings corporate framework — Business Risk Profile × Financial Risk Profile matrix → anchor rating → structural modifiers → final rating.
Empirical calibration: Monte Carlo parameters calibrated against: IFC Portfolio Analysis 2024 · GEMs Consortium 2025 · ICC Trade Register 2024 · Moody's Project Finance CDR Study 2024 · Paris Club restructuring records 2023 · Berne Union / WTW CPRI 2024. These are hardcoded statistical parameters derived from published reports — not live database queries. Parameters should be updated annually.
Country data: OECD country risk classifications 2024 · World Bank income groups 2024/25 · Transparency International CPI 2024. Internal use only — not for distribution.
Output
Credit Rating
Final indicative rating
Enter inputs and calculate
S&P / Moody's matrix
Business risk
Financial risk
Anchor rating
Asset modifier
Liquidity
Peer analysis
Officer adj.
Empirical calibration — 10,000 scenario simulation
Calculate to populate
Rating rationale
Calculate to generate rationale.