In The Press
The Desk: Rules and Ratings: Understanding gaps between credit risk data and credit ratings
Bloomberg’s Zane Van Dusen speaks to The Desk on the value of alternative sources of credit risk data beyond traditional credit ratings. In the interview, Zane highlights the powerful utility of Credit Benchmark’s Credit Consensus Ratings and descriptive analytics for assessing private credit risk.
Securities Finance Times: Basel Changes Could Trigger 35% Decline in Sec Lending Income for Europe’s Buy-Side
Securities lending indemnification is mispriced, subsidised by the agent providers and not all it’s cracked up to be as a risk mitigant, according to Credit Benchmark’s co-founder Mark Faulkner. He talks to Bob Currie of Securities Finance Times about how to reset the economics of the agency lending market.
Securities Finance Times: Rethinking the Economics of Indemnification
Securities lending indemnification is mispriced, subsidised by the agent providers and not all it’s cracked up to be as a risk mitigant, according to Credit Benchmark’s co-founder Mark Faulkner. He talks to Bob Currie of Securities Finance Times about how to reset the economics of the agency lending market.
Structured Credit Investor: Credit Benchmark Publishes Innovative CRT Report
Credit Benchmark have published a report that introduces a novel approach to portfolio selection and risk assessment in capital relief trades, writes Stelios Papadopoulos for Structured Credit Investor
Credit Benchmark Has Joined The World Economic Forum’s Global Innovators Community
Credit Benchmark is delighted to announce that it has joined the World Economic Forum’s Global Innovators community. The Global Innovators Community is a group of the world’s most promising start-ups and scale-ups that are at the forefront of technological and business model innovation.
Bank Policy Institute: Consistency in Risk Weights for Corporate Exposures Under the Standardized Approach
In recent joint research, the Bank Policy Institute and Credit Benchmark show that using internal ratings in the revised standardized approach for corporate exposures would lead to a limited systematic variation in risk weights.
Financial Times: Data Drill
ESG scores are driving credit differences between oil and gas companies, as noted in the Financial Times’ ‘Energy Source’ newsletter, citing research conducting by Credit Benchmark and Moody’s.
