Historical default and recovery rate datasets for credit risk modeling.
API Access
Est. Price
~$25,000/yr est.
Update Frequency
Quarterly
Pricing Tiers
1
Regions
1
Quality SignalsB
Freshness
Recently enriched
Complete
81%
API
API Available
Product Overview
Credit Risk and Compliance Data Platform$$
Offering: Comprehensive suite of global credit ratings, private company entity data, and KYC/AML screening tools delivered via API, web platforms, and data feeds.
Best for: Risk managers and compliance officers at financial institutions requiring integrated credit assessment and entity due diligence.
Benefits
- Unrivaled global private company entity coverage via Orbis
- Deep integration between credit ratings and compliance workflows
- Flexible delivery options ranging from web platforms to direct API feeds
- Standardized probability of default modeling for private firms
Drawbacks
⚠ High complexity and steep learning curve for non-specialist users · ⚠ Fragmented product ecosystem requiring multiple subscriptions for full coverageProduct Intelligence
Value Score
37
quality per $
Price Position
P50
mid-range
Coverage
48
geo × freq × depth
Try-ability
15
ease of trial
Market concentration: 89% (concentrated — few vendors)
Product Details
Use Cases
Credit risk modelingRegulatory capital calculationLoss-given-default estimationPortfolio stress testingInvestment researchInternal credit rating validationEconomic cycle analysis
Categories
Credit RiskFinancial DataRegulatory ComplianceRisk Management
Coverage
Global
Delivery
REST APISFTPS3 BucketSnowflake ShareWeb UI downloadEmail
Data Sources
corporate filingsgovernment filings
Detected Use Cases
compliance regulatoryinvestment researchrisk management
Pricing Tiers
Vedex estimate
~$25,000/yr est.
SUBSCRIPTIONMEDIUM
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Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$25,000/yr est.
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Web Authority
Emerging2 mentions·1 platform
Academic Papers
2 × 8 pts+16
Evidence2 sources
Academic Papers
Estimating Default and Recovery Rate Correlations
by J Witzany · 2013 · Cited by 4 — We propose and empirically implement estimation of the model based on aggregate and exposure level Moody's default and recovery data. The ...
Academic Papers
Foreign Discount in International Corporate Bonds
than US firms according to Moody's default and recovery data. 18. Page 20. size group (≥100K), 22.20 basis points (t-stats=5.20) for the ...
Data Dictionary
Expected fields and columns in this data product
About Moody's Default and Recovery Data
Moody's Default and Recovery Data is a credit risk data product offered by Moody's, available on discovery. Data is updated quarterly. API access is available for programmatic integration. Vedex estimates pricing at roughly $25,000/yr (an estimate, not a vendor-published price).
Historical default and recovery rate datasets for credit risk modeling.
About Moody's
Moody's is a tool / service vendor based in 7 World Trade Center, 250 Greenwich Street, New York, NY 10007, USA. Global risk assessment and compliance solutions including KYC, sanctions screening, and financial crime analytics.
Related Data Categories
Credit RiskFinancial DataRegulatory ComplianceRisk Management