Credit Risk

Last updated: 2026-09-28

The MantaRisk Portfolio Credit Risk Score is calculated automatically using a predefined quantitative model. It estimates portfolio credit risk subject to the model’s assumptions and available data. It is not a credit rating issued under the EU Credit Rating Agencies Regulation and is not supervised by ESMA. It does not guarantee repayment or investment performance.

Detailed Methodology

A detailed methodology document is available on request. Please contact us for access.