LONDON — The bank consulting firm Oliver, Wyman & Co. and Moody’s Risk Management Services said Tuesday that they would link some of their quantitative services to offer credit risk evaluation models for European private firms.

The agreement will join the credit risk modeling techniques of an Oliver Wyman affiliate, Baetge Oliver Wyman Rating Network, and its data on loan defaults with Moody’s modeling and data. Moody’s RiskCalc quantitative credit risk rating system already estimates default probabilities for firms in the United States, Canada, Mexico, and Australia.

The combination should enhance risk measurement and management in the bank’s loan portfolios, the two firms said.

“This will enable banks to align with the direction of regulatory capital reform, accelerate the growth of credit liquidity and improve overall market efficiency,” said John Drzik, chairman of Oliver Wyman & Co.

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