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Applying Science to Corporate Credit Risk


AstuteLender Analytics LLP is a provider of credit risk management services to institutional investors.

We provide:

  • Weekly updates of Quantitative Model scores to measure default risk in Indian corporate obligors
  • Data accumulation, organization and cleanup services for lenders
  • Lending guideline validation services
  • Training

Contact us if you would like your credit risk management needs addressed intelligently and promptly.

Click here to see the score changes for week ending Mar 24 2012.

Important Disclaimer

Though we refer to the models we have implemented by the names of the academics who have proposed them, our implementations have not been verified for correctness by the original authors. Please do not assume that our implementations have the blessings or endorsement of the academics who originally developed these models. We have tried to be as transparent as possible about our implementations and we are solely responsible for any problems.

Release Log

  • June 2010: Market Based Correlation model implemented
  • May 2010: Shumway's Hazard Rate model implemented
  • September 2009: Universe expanded to include BSE A and B companies
  • May 2009: BSE 500 Companies since Jan 01, 2007
  • May 2009: Merton Distance to Default model implemented