Credit Benchmark’s consensus dataset reflects historical economic upheaval through clear global credit cycles. Sector-level “leaders and laggards” within a cycle can be used in portfolio management to model transition matrix changes and provide valuable insights into the future credit profiles of sector exposures.
The October 2023 Credit Outlook looks at recent credit trends and highlights seen in the consensus dataset. Read more here.
The June Monthly Credit Outlook looks at recent credit trends and highlights seen in the consensus dataset. This month, Global Corporates, Financials and Sovereigns all show net downgrades.
Consensus credit data can fill CDS market gaps for CVA calculations. This insight links real-world PDs to “Synthetic CDS” estimates for unrated, private counterparts.
The latest whitepaper from Credit Benchmark illustrates global credit trends in the first quarter of 2023. The credit optimism of early 2023 has faded with the latest data suggesting a gradual but broad decline in global credit. US regional banks have shown extensive deterioration, though negative movement has paused for their larger counterparts. Global REITs, Mutual Funds, Hedge Funds, US Technology and Telecomms all showing net deterioration.
The March Monthly Credit Outlook looks at recent credit trends and highlights seen in the consensus dataset. This month, stubborn inflation risks steeper global credit deterioration.
The February Monthly Credit Outlook looks at recent credit trends and highlights seen in the consensus dataset. This month, credit risk is elevated but some positive surprises may be possible.
The positive credit movement witnessed in other industries like retail and energy can also be seen in the US auto sector. Credit quality continues to improve and risk continues to decline. In addition to the overall economic picture improving, demand remains robust. The same is largely true for the UK sector.
The outlook for major energy sectors ranges from good to under-performing. The US energy sector is seeing improvement in its credit though with a small blip this month. Meanwhile, the UK has seen slight improvement, and the EU has seen slight deterioration.
The retail sector is enjoying some long-awaited good fortune. According to the latest consensus data, credit risk has improved for both the US and UK retail sectors.
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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