Insights

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.

A new SRT case study explores how projected default rates, derived from credit consensus data, can be used to manage portfolio risk and optimise trade structures.

Global transportation firms face higher risk of default if geopolitical tensions persist. Future credit trends for global transportation firms can appear months in advance in Credit Benchmark’s credit consensus dataset.

US Commercial Real Estate continues to face challenges. According to Credit Benchmark, default risk for Industrial & Office REITs has jumped by 50% in the last 2 years and is projected to rise by at least another 30% this year.

This note shows how in the growing Significant Risk Transfer market, consensus credit data is being used to quantify existing credit portfolio risks and fine tune proposed new trades.

The October 2023 Credit Outlook looks at recent credit trends and highlights seen in the consensus dataset. Read more here.