Insights
Credit Spotlight on US & UK Media: High Yield & Investment Grade Indices
High-yield rated US and UK media companies are deteriorating rapidly, creating a growing chasm between these and investment grade firms.
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Hurricanes And Credit Risk
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
Ireland: Rapid Credit Upgrades And The Impact Of Brexit
Global IRB banks have been steadily upgrading the Irish Government over the past year ; and the country’s long term rating was recently upgraded by
Australia’s Sovereign Risk: Banks Have Been Consistently Cautious
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
Impact Of BCBS Proposals On IRB Banks
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
Brexit Risk And The Wisdom Of Crowds
The UK referendum decision to leave the EU may have taken markets and betting exchanges by surprise, but Credit Benchmark data shows that IRB banks
Risk Premiums Can Improve Capital Efficiency
The Basel Committee on Banking Supervision is proposing significant changes to the use of internal risk models by IRB banks, and the final date for