Credit Benchmark are at the RiskMinds Insurance conference at the Hotel Okura in Amsterdam this week. Mahim Mehra and team are around all day today and tomorrow, and David Carruthers the latest bank-sourced data and research on Wednesday.
David’s presentation will show the current data coverage and discuss some of the current use cases for the data. These include applications for Transition Matrices in IFRS9, CECL and CCAR analysis; links between credit data and financial markets, use of credit data as an early warning signal, and the development of credit indices.