Benchmark Risk and Portfolio Analytics
Credit Portfolio Management and Bank-Sourced Benchmarks Overview This paper demonstrates the role of bank-sourced benchmarks and indices in credit portfolio management (“CPM”). All
May 17, 2018
Credit Portfolio Management and Bank-Sourced Benchmarks Overview This paper demonstrates the role of bank-sourced benchmarks and indices in credit portfolio management (“CPM”). All
The “Trump Effect” Donald Trump and the Economy – The first year of the Trump administration has not been dull. Radical domestic and foreign policy
US Retail Sector: Credit Trends December 2017Retail Industry Trends “The number of people visiting U.S. stores on Thanksgiving and Black Friday fell
Executive Summary Download the PDF “Bank-Sourced Credit Indices” Overview This paper presents a new and unique way of tracking real-world credit
Whitepaper // No.7November 2016Transition Matricesmary › Credit Benchmark crowd-sourced credit data is updated monthly and based on more than 250,000 obligors.› Expert bank credit
Executive Summary Sovereign credit crises tend to occur in waves and Sovereign credit quality measurement aims to identify the most vulnerable countries. Agency ratings
This White Paper shows that consensus credit risk data sourced from IRB banks can be combined with market data to give realistic, indicative valuations for a
The Basel Committee on Banking Supervision recently published wide-reaching proposals for reducing variation in Credit Risk Weighted Assets, with a call for responses by the
This paper examines the use cases for Credit Benchmark’s Consensus Probabilities of Default (Consensus PDs), in the context of more established indicators of Sovereign Default
Credit Benchmark is a market-led response to three of the most critical issues facing credit risk professionals: 1) The need to improve credit risk management through
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