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Credit Risk Calculator Rating transition matrices and default rates are key inputs to credit risk models. Rating agency data is frequently used for generating these important references, but raw data requires time and effort to manipulate. Moody�s Credit Risk Calculator is an easy to use, web-based tool designed to allow you to quickly calculate customized rating transition matrices and default rates suited to your specific risk management needs. Brochure - Credit Risk Calculator User Guide - Credit Risk Calculator Service Features Versatility: Cuts by region, country, industry, time-frame, cohort spacing, accumulation periodicity. Detail: Drill-through feature allows you to see the issuers that make up a given number and their corresponding rating history and research. Substantial Dataset: runs off of the same dataset used to create Moody�s default studies and related research: over 330,000 individual debt securities. Precision: Report logic designed by those who work extensively with Moody�s data. Allows for long-horizon cumulative default rate averages and provides descriptive statistics for rating migrations. Time-Saving Features: user-friendly tab interface allows related reports to be viewed without re-running data. Save, edit and share features prevent duplication of work. Export options quickly move data to Excel or CSV Download: Brochures: Brochure - Credit Risk Calculator User Guide - CRC Related Products: Monthly Default Report Default Risk Service Ultimate Recovery Database 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 clientservices.asia@moodys.com Japan: Client Desk +81-3-5408-4100 clientservices.japan@moodys.com Product Strategist: June Marcel +212-553-4614 june.marcel@moodys.com

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