Camila Teles

Compare the internal risk view of your portfolio against the consensus view, and filter by different segment cuts for a more granular view of your risk exposure. Chart the notch difference averages between your own internal estimates and the consensus view by industry.

Upload your portfolio and continuously monitor its credit quality by using the Credit Benchmark Web App portfolio function. Portfolios can be shared dynamically with other users across your team or firm and feed into management reporting cycles.

Automated portfolio monitoring and notifications can flag negative or positive movements, enabling analysts to cover a larger set of names, direct resources to where it matters most — and, crucially, to manage exceptions and respond to early warnings.

In-built Surveillance provides insights on the most prevalent movers in your portfolio and the wider consensus universe. The Watch List leverages Credit Consensus Ratings and descriptive analytics to provide insights into entities that are experiencing credit deterioration.

Our Credit Transition Matrices (CTMs) facilitate the modelling of default risk. The CTMs are constructed using the full breadth of Credit Benchmark’s dataset, which includes over 100,000 consensus entities, ensuring long-term stability. These CTMs can be used to plot broad credit trends, build sector-specific views, or produce term structures for use in portfolio modelling.

Credit Benchmark can provide Correlation Matrices that show the industry- and region-specific correlations within a pool. The correlation matrices are constructed using Credit Benchmark’s industry and region schema, offering a detailed view of concentration and correlation risk across your portfolio.