Credit Spreads Pro now brings together market-based credit spread data, rating analytics and arm’s length interest rate determination in one platform. Designed for transfer pricing, IFRS accounting and corporate finance, the product combines more than 100,000 corporate bonds with transparent methodologies and export-ready documentation to support audit-ready valuations.
Three specialized tools for credit Spread & interest rate analysis
1) Peer-group Credit Spreads: Build market-based credit benchmarks
With this tool, you can determine credit spreads for individually compiled peer groups. You can choose from an extensive database with more than 2,000 rated companies and over 25,000 bonds for each historical observation date. The selection can be refined using 130+ subsectors, enabling highly comparable peer groups for transfer pricing, valuation and financing analyses. Historical observations allow you to monitor how credit spreads and market-implied credit risk have evolved over time.
2) Industry Credit Spreads: Benchmark by sector, rating & maturity
Determine market-based credit spreads by industry, credit rating, currency and maturity. With coverage across 20 industries, major global currencies and maturities from 1 to 30 years, the tool supports the determination of arm’s length interest rates for domestic and cross-border financing. Country-specific risk-free curves ensure regionally consistent discount rates.
3) Rating & Credit Spreads: Determine interest rates for unrated companies
This tool closes one of the biggest practical gaps in credit spread analysis: determining market-based interest rates for unrated companies. Based on commonly used quantitative and qualitative credit metrics, the tool derives an implied credit rating which can then be linked directly to observable market credit spreads. This is particularly valuable for transfer pricing analyses, shareholder loans and SME valuations where no external credit rating exists.
Professional applications across transfer pricing, IFRS & corporate finance
The new tools support you in numerous application areas:
- IFRS Accounting: Determine discount rates and credit spreads for IFRS 3 (Purchase Price Allocation), IFRS 9 (Financial Instruments), IFRS 13 (Fair Value Measurement) and IFRS 16 (Leases).
- Group Financing: Support market-based pricing of shareholder loans, guarantees and other intra-group financing arrangements.
- Transfer Pricing: Produce robust documentation for OECD-compliant financial transactions and arm’s length interest rate analyses.
- Loan Valuation: Support discounted cash flow valuations of loans, debt instruments and fixed-income portfolios.
Transparent methodology & audit-ready documentation
All tools provide full transparency regarding the underlying methodology, market data and calculation logic. Exportable PDF reports document assumptions, inputs and results, making analyses suitable for internal reviews, auditors and tax authorities. Market data is updated regularly to ensure current market conditions are reflected:
- Bond prices: monthly
- Treasury curves: monthly
- Credit ratings: quarterly
- Equity prices: daily
For further information and to request a trial access, please visit: Database for arm’s length interest rates: Reliable reference values for loans and transfer pricing.
