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Products & Services
  Ultimate Recovery Database
Accurate loss given default (LGD) calculations are essential to correctly pricing bonds and loans, valuing CDS contracts, and estimating capital-at-risk and value-at-risk. Moody's Ultimate Recovery Database (URD) sets a new standard of precision by providing accurate historical data on over 3,500 defaulted instruments to enable the development of predictive models.

Brochure - Ultimate Recovery Database
Technical Specifications - Ultimate Recovery Database
Frequently Asked Questions - Ultimate Recovery Database
Service Features
  • Data Accuracy: The same LGD information used by Moody's analysts.
  • Data Relevance: Reflects the changing legal environment, ensuring correct assessments via the settlement method.
  • Comprehensive Data Set: Over 3,500 defaulted bond and loan instruments, 700 different issuers, over $400 billion in debt, covering from 1987-present.
  • Multiple Approaches to Recovery Calculation: The settlement method, the trading price method, and the liquidity event method.
  • Transparency: Information related to the logic, events, and assumptions driving the recovery
    estimate, such as original collateral descriptions,
    full settlement descriptions, and analyst comments.
Download:
Brochures:
Brochure-URD
Technical Specifications-URD
FAQs-URD
Related Products:
Monthly Default Report
Credit Risk Calculator
Default Risk Service
Financial Metrics
Market Implied Ratings
Corporate Finance Research
Sales Specialists:
Americas:
Stewart, Norman
+1-212-553-4877
norman.stewart@moodys.com
Europe:
Taranpreet Kaur
+44-20-7772-1585
taranpreet.kaur@moodys.com
Asia-Pacific:
Client Desk
+852-3551-3077
Japan:
Client Desk
+81-3-5408-4100
Product Strategist:
June Marcel
+212-553-4614
june.marcel@moodys.com

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21 NOV 2009, 00:12 Eastern Time