Why We Built XKRISK
Traditional financial data vendors provide broad, generic feeds with fragmented identifiers, delayed restatements, and unstructured disclosure filings. For credit risk desks, quantitative debt funds, and risk modeling institutions, over 80% of researcher time is consumed cleaning symbology, resolving corporate actions, and aligning trade-level CDS tenors.
XKRISK was established to eliminate this structural friction. We have extensive experience in the credit analytics industry and understand the mission-critical data management requirements of asset managers, rating desks, and hedge funds.
Multi-Source Ingestion
Continuous harvesting across regulatory filings (SEC EDGAR, ESMA), broker feeds, and market pricing pools.
AI & Human Ready
Reformatted taxonomy ready for both programmatic quant pipelines and modern LLM agent prompts via MCP.
Zero Wrangling Overhead
Eliminate the time sink spent cleaning symbology, accounting restatements, and unstructured disclosures.
Deep Credit Expertise
Founded and run by seasoned credit analysts who know what variables drive spread moves and default risk.
Acquisition & Extraction
Automated collectors monitor global regulatory bodies (SEC EDGAR, ESMA), CDS market makers, and securitization trustees.
Harmonization & Normalization
Resolution of legal entity identifiers (LEI, CIK, FIGI), adjustment for accounting restatements, and calculation of credit ratios.
Verification & Structuring
Institutional quality assurance checks ensuring zero corrupted tenors, validated checksums, and point-in-time timestamping.
Omnichannel Distribution
Immediate delivery through SFTP flat files, low-latency REST APIs, browser exploration, or directly to AI agents via MCP server.
Accelerate Your Credit Research Pipeline
Request an institutional sample feed, test our Model Context Protocol server with your AI agents, or speak directly with our credit data specialists.