Portfolio specific risk: Bloomberg DRAM

To evaluate the specific risk of your portfolio, that is for analyzing the risk related to specific issuers, you may use the Bloomberg's quantitative default risk model in order to assess the default probability of your portfolio securities.

The command line is DRAM (default risk monitor): in the 'Source' field choose the option 'Portfolio' using the dropdown menu, and the in following field choose the name of your portfolio (that you have previously loaded in Bloomberg). Under the 'Default Risk' heading, right click 'Current' to sort by descending order, ranking the issuers by the highest credit risk class to the lowest.

This is a way to check the risk associated with specific issuers of your portfolio. Starting from this data, you can go further to depht.

Follow an example extracted from this analysis on my portfolio

Issuer	Ticker	Default Risk	Chg	DP Current	DP Low	DP High
Average				0,17	0,057	0,18
California Resources Corp	CRC US Equity	HY6	-5	8,088	0,52	7,535
Navient Corp	NAVI US Equity	HY6	-4	6,637	0,961	6,513
Valeant Pharmaceuticals International Inc	VRX CN Equity	HY5	-7	5,218	0,057	5,218
KI Holdings Co Ltd	6747 JP Equity	HY5	-5	4,538	0,309	4,538
Banco Popolare SC	BP IM Equity	HY5	1	4,359	0,746	7,664
Williams Cos Inc/The	WMB US Equity	HY4	-5	2,418	0,111	2,418
Bombardier Inc	BBD/B CN Equity	HY3	-3	2,218	0,435	2,218