Static Methodologies
Broad rating categories provide a starting point; a common numerical score can support more granular comparison.
One Intelligence
Every Credit
MUseQ® helps issuers and investors assess credit quality on a common scale across municipal, corporate, and structured credit — supporting cross-asset comparison and relative-value analysis.
The Problem
Ratings tell only part of the story. Cross-asset comparison demands the full picture.
Credit ratings remain essential, but they were never designed to provide continuous, numerical comparison across asset classes. MUseQ® adds the missing layer.
Siloed Asset Classes
Comparing credit across markets requires a consistent analytical framework.
Systematic Mispricing
Differences between assessed credit quality and market pricing can reveal opportunities for further analysis.
“A siloed approach can't get you there.” — Rob Fauber, CEO, Moody's | Fortune, April 16, 2026
The Solution
MUseQ® — The Intelligence
For Issuers
MUseQ Credit Intelligence — the new-issue score and narrative that completes the credit story.
Think with MQube
For Investors
MUseQ® Credit Intelligence — a continuously updated view of repayment strength and downside risk that helps investors compare opportunities and invest with confidence.
Think with MQube
For Structured Finance
Collateralized Municipal Loan Obligations® — the structured product built from MQVal-scored municipal collateral.
CMLO®Why Now
The Convergence is
Reshaping Credit
Powerful structural forces are transforming how institutional credit is analyzed, priced,
and managed across fragmented public and private markets.
Artificial Intelligence
Unlocks new data, patterns and predictive capabilities.
Expanding Data
More data, deeper insights across public and private markets.x
Market Complexity
More asset classes. More interconnections. Greater systemic risk.
Regulatory Focus
Greater transparency, risk measurement and capital efficiency.
One Intelligence.
Every Credit.
MUseQ®
Multidimensional
Credit Intelligence
A Stronger, More
Efficient Credit
Market
MQval™
A common measure of relative credit
survivability
MQReport™
Deeper insight, clearer decisions
MQWatch™
Early signals, proactive risk management
Learning From Six Decades of Financial Stress
Financial crises rarely repeat, but they leave lessons.
MUseQ® examines decades of financial stress to uncover what held up, what failed, and which signals emerged early—
helping assess how credits may respond to the next economic shift.
1965–1982
Great Inflation
Persistent inflation, rising rates and market instability across asset classes.
1973–74
Oil Shock
Oil embargoes and energy price spikes.
1987
Black Monday
Global equity markets fall more than 20% in one day.
1990–92
Japan / Nordic
Asset price bubbles burst, banking stress spreads globally.
1997
Asian Crisis
Currency devaluations and contagion across Asia.
2000
Dot-com Bust
Tech valuations collapse, exposing excesses.
2007–09
Global Financial
Housing collapse, credit freeze and a global recession.
2010–12
European
Sovereign
Sovereign debt crisis tests the Eurozone.
2020
COVID-19 Shock
Global shutdowns and an economic freefall.
2021–23
Rate Shock
Rapid inflation and aggressive rate hikes.
2023
Banking Stress
Bank failures and renewed stress in the financial system.
Learn from the last cycle. See the next one more clearly.
