Product Services

Credit Risk Solution

The most trusted financial solutions in Asia. Research-grade Taiwan market data covering fundamentals, financials, events, and market prices.

What is Credit Risk Solution

TEJ’s Credit Risk Index for evaluating business partners focuses primarily on credit scoring. It combines quantitative models as the foundation, supplemented by manual judgment from the research team. The methodology is transparent, distinguishable, and complemented by real-time monitoring tools.

Why You Need Credit Risk Solution

Taiwan's financial markets move fast. You need data that moves faster. Our datasets deliver the depth and speed institutional traders, analysts, and portfolio managers require to stay ahead of market shifts.

Score Counterparty Credit

Quantitative models plus analyst judgment give every Taiwan enterprise a transparent, comparable credit score.

Monitor Risk in Real Time

Significant news updates, instant commentaries, and stock price fluctuations keep you ahead of deterioration.

Manage Exposure Confidently

A comprehensive approach assists users in managing credit risk associated with partners or investment targets.

Product and Services

Connect with market leaders and explore Asian financial insights

TCRI™ Watchdog

Credit Risk Market Model (CRMM)

CCRQM_China Corporate Credit Quantitative Model

Related Articles

[TQuant From 0 to 1 – Day 5] Introduction to Order Placement Methods in the TQuant Lab Backtesting System

In TQuant backtesting and live trading, order functions serve as the central link between strategy logic and capital management. Choosing the right order method not only makes the code cleaner and easier to read but also improves the efficiency of risk control and portfolio rebalancing. TQuant provides order functions across three dimensions — share quantity, capital amount, and portfolio weight. For each dimension, there are two variants: a basic order and a target order. In total, this gives us six order placement methods. In the following sections, we will explain the features, parameters, and recommended applications of each. more

2025.09.26 [TQuant From 0 to 1 – Day 5] Introduction to Order Placement Methods in the TQuant Lab Backtesting System In TQuant backtesting and live trading, order functions serve as the central link between strategy logic and capital management. Choosing the right order method not only makes the code cleaner and easier to read but also improves the efficiency of risk control and portfolio rebalancing. TQuant provides order functions across three dimensions — share quantity, capital amount, and portfolio weight. For each dimension, there are two variants: a basic order and a target order. In total, this gives us six order placement methods. In the following sections, we will explain the features, parameters, and recommended applications of each. more

Burton G. Malkiel’s Rules for Successful Stock Selection

Burton G. Malkiel is the Chemical Bank Chairman’s Professor of Economics at Princeton University. He previously worked in the investment banking division of Smith Barney & Co. and has served as a director of several large investment institutions, including The Vanguard Group and The Prudential Insurance Company of America. He was also appointed as a member of the U.S. President’s Council of Economic Advisers. In both academic and investment circles, he is a highly respected and influential figure. more

2025.12.19 Burton G. Malkiel’s Rules for Successful Stock Selection Burton G. Malkiel is the Chemical Bank Chairman’s Professor of Economics at Princeton University. He previously worked in the investment banking division of Smith Barney & Co. and has served as a director of several large investment institutions, including The Vanguard Group and The Prudential Insurance Company of America. He was also appointed as a member of the U.S. President’s Council of Economic Advisers. In both academic and investment circles, he is a highly respected and influential figure. more

Discovering Investment Factors through Point-in-Time Audited Financial Database

This study employs TEJ’s Point-in-Time Audited Financial Database to construct a composite factor for stock selection in Taiwan’s equity market. By preserving financial data exactly as available at each historical moment, the framework avoids look-ahead bias and ensures empirical reliability. We find that higher-ranked portfolios deliver significant short-term excess returns, while predictive power weakens over longer horizons. The results highlight the practical value of Point-in-Time financial data for quantitative factor investing and underscore its role in building replicable, data-driven investment strategies. more

2025.10.07 Discovering Investment Factors through Point-in-Time Audited Financial Database This study employs TEJ’s Point-in-Time Audited Financial Database to construct a composite factor for stock selection in Taiwan’s equity market. By preserving financial data exactly as available at each historical moment, the framework avoids look-ahead bias and ensures empirical reliability. We find that higher-ranked portfolios deliver significant short-term excess returns, while predictive power weakens over longer horizons. The results highlight the practical value of Point-in-Time financial data for quantitative factor investing and underscore its role in building replicable, data-driven investment strategies. more

The Most Trusted Financial Solutions in Asia.

Our team stands ready to guide you toward the datasets that match your strategy.