Moody’s Analytics and Allvue Launch Credit Risk Model to Identify Early Signs of Borrower Stress in Private Credit
Business Wire•01/10/2026•08:00 ET
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Key Highlights
- ➤Moody’s Analytics EDF-X Private Credit Model launches with Allvue data
- ➤Private credit projected to approach $4 trillion in assets by 2030
- ➤Model is first Moody’s model calibrated directly on observed private credit performance
- ➤Model separates hard credit events from earlier soft credit deterioration signals
- ➤Model available through Moody’s Analytics EDF-X API to both firms’ customers
Expert Statements
Christina Kosmowski, CEO of Moody’s Analytics
“In private credit, the signals that matter often emerge before a missed payment or default.”
Christina Kosmowski, CEO of Moody’s Analytics
“By combining Allvue’s private market data with Moody’s credit intelligence, we can help customers identify borrower stress earlier and bring greater transparency and insight to a rapidly growing market.”
Marc Scheipe, CEO of Allvue
“Private credit has grown faster than the infrastructure built to monitor it, and we built a data and analytics business to close that gap.”
Marc Scheipe, CEO of Allvue
“Pairing Allvue’s data with Moody’s analytical depth gives institutions an independent, third-party evaluation of risk across their direct lending portfolios, and that is the kind of transparency that helps this market stay informed.”
Moody’s Analytics and Allvue Launch Credit Risk Model to Identify Early Signs of Borrower Stress in Private Credit
Moody’s Analytics EDF-X Private Credit Model, powered by Allvue data, gives investors and lenders an earlier view of borrower stress in a rapidly growing market
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