The external risks that move valuations and losses, quantified.

External risk intelligence is the measurement of risks that originate outside a company, such as controversy, regulatory action, litigation, supply chain failure and reputational damage, scored so they can be compared across holdings, counterparties or insured entities. Polecat provides this as Strategic External Intelligence for finance and insurance teams: every holding or risk is scored out of 100, benchmarked against sector peers and projected forward, with each score traceable to its source evidence. It complements internal risk data and financial analysis with a live, outside-in view. How Polecat works

ESG ratings assess a company’s policies and disclosures at a point in time; Polecat measures what is happening to the company in the outside world, continuously. Polecat scores each external event for severity, velocity, sentiment, authority, reach and history, weighted against two decades of resolved risk events, so an escalating controversy is visible weeks before it appears in a ratings update. Scores are peer-benchmarked and projected three to six months ahead. Most investment teams run Polecat alongside their ESG data rather than in place of it. The risk and compliance view

Yes. Polecat scores every holding in a portfolio for external risk, benchmarks each against its sector peers and flags escalation as it builds. Portfolio surveillance covers ESG controversy, reputational, regulatory, litigation, supply chain and geopolitical exposure, drawn from more than 1.4 million premium sources across 195 countries. Teams receive the result as a live dashboard, a daily or weekly briefing, or a data feed into their own models. Holdings can be uploaded as a list to establish the baseline view.

Yes. Polecat’s coverage does not depend on regulatory filings or share price data, so private companies, portfolio companies and subsidiaries are scored in the same way as listed groups. For private equity and private credit teams, this provides an independent read on controversy, regulatory and reputational exposure across a fund’s holdings, including businesses that produce little public reporting of their own. New entities can be added and backfilled against the historical archive.

Insurers and brokers use Polecat to quantify external and reputational risk for pricing, accumulation and product design. Polecat built the market’s first Reputational Risk Quantification Model, with WTW as its first client, which converts external events into measured exposure with a timeline and a probability. Underwriters use it to assess a risk before binding; brokers use peer-benchmarked exposure in placements, renewals and client reviews. How we work with partners

Yes. Polecat supplies risk feeds, scores and dashboards that brokers and advisers deliver to their clients under their own brand, within their existing client review and placement process. Polecat works with brokers including WTW, Aon, Marsh and Lockton on cobranded and white-label risk briefings and client-specific risk overviews. The same quantification engine runs underneath, so a broker’s client view and Polecat’s direct view are consistent. How we work with partners

Polecat gives stewardship teams quantified, sourced evidence of an investee company’s external risk, so engagement can be prioritised and its effect tracked over time. Each issue is scored and dated, benchmarked against peers, and shown as resolving or worsening, which supports a documented engagement record and escalation decisions. The evidence trail behind each score can be shared with the company or with co-investors.

Yes. Polecat provides quantified, source-traceable exposure data that risk committees, sustainability teams and compliance functions use as evidence in regulatory reporting and disclosures. Because every score links back to its underlying events, the material can be audited and defended when a regulator or auditor asks how a conclusion was reached. Polecat does not provide legal or regulatory advice; it provides the measured external evidence that reporting draws on. The risk and compliance view

Polecat scores each external event on six factors: severity, velocity, sentiment, authority, reach and history. Scores are weighted against two decades of comparable, resolved events, so a score of 72 out of 100 carries the same meaning across holdings and across time. Event scores roll up into a live risk index for each entity, which is benchmarked against sector peers and projected forward with base, best and worst case scenarios. Sector analysts review the output. How Polecat works

Yes. Polecat’s risk and price overlay places an entity’s external risk index against its share price on one timeline, so investment teams can see where escalating external risk coincided with market moves. This helps distinguish events that the market has already absorbed from those that are still building. The overlay is available in live dashboards and in briefings for investment and risk committees.