Central Counterparty Credit Risks Show Significant Variation
Outstanding derivative contracts are being progressively transferred to Central Counterparties (“CCPs”). The CCP framework is intended to minimize global (i.e. systemic) risk as well as
Outstanding derivative contracts are being progressively transferred to Central Counterparties (“CCPs”). The CCP framework is intended to minimize global (i.e. systemic) risk as well as
On January 25th, the Dow Jones Industrial Average (the “Dow”) closed above 20,000 for the first time in its history. This milestone has made headlines
2017 is likely to be a year of fiscal expansion across a number of developed economies. Low interest rates are losing effectiveness in a growing
Italian Sovereign bond yields have been trending higher ahead of the referendum on Sunday which may decide the fate of Renzi, the reforming Prime Minister.
The liquidity risk premium continues to pose challenges to financial modellers and practitioners, and liquidity risk is one of the more difficult financial metrics to
The FTSE100 has gained around 10% since the Brexit vote. This is driven in part by Sterling weakness, which has brought an immediate currency translation
We have just published credit data for September, with 11 contributor banks now providing crowd-sourced credit views CBCs* on more than 6,000 separate legal entities.
This blog discusses the scale of the global pension funding crisis and highlights the risk to Sovereign credit ratings. This week the main holders of
The Southeast U.S.A. is in the middle of its annual hurricane season. In this blog, we look at the impact that a severe hurricane could
The main rating agencies have so far been unanimous in their credit opinion of the Australia Government; they have all assigned the equivalent of 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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