Recent BIS Reforms: Implications for RWA modelling
The latest BIS reforms were announced in December 2017, and are mostly expected to be in place by 2022. These will: Remove the option to
January 26, 2018
The latest BIS reforms were announced in December 2017, and are mostly expected to be in place by 2022. These will: Remove the option to
Credit Benchmark has been recognized in the FinTech50 list for the third year running. The annual list published by FinTechCity showcases the 50 European FinTech firms doing
The Spanish economy grew by 0.8% in Q1 2017, an annual rate of more than 3%, higher than recent data for Germany, France and the
We have published credit data for March, with 12 contributor banks now providing crowd-sourced credit views (CBCs*) on more than 8,200 separate legal entities. Sovereign
Introducing the CB Specialist series, a monthly chat with various thought leaders across the Credit Benchmark community. In today’s post, David Carruthers, Head of Research
“Credit risk data is widely available for sovereigns and large corporates, but updates are infrequent and smaller companies are often ignored.” In this series of
Transition matrices can provide considerable insight into the likely pattern of losses over various time horizons (see summary below) – providing support for compliance with
The European Central Bank intends to cut the pace of quantitative easing from €80bn to €60bn from this month. This has hit some of Europe’s
It has been hard not to make money in emerging markets during the first quarter of 2017. The JP Morgan Emerging Market Currency Index enjoyed
With the election looming, French bonds have been under increasing scrutiny. The spread of French 10-year government bonds over the equivalent German bund reached a
Credit Benchmark brings together internal credit risk views from over 40 leading global financial institutions. The contributions are anonymized, aggregated, and published in the form of consensus ratings and aggregate analytics to provide an independent, real-world perspective of credit risk. Risk and investment professionals at banks, insurance companies, asset managers and other financial firms use the data for insights into the unrated, monitoring and alerting within their portfolios, benchmarking, assessing and analyzing trends, and fulfilling regulatory requirements and capital.
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