Whitepapers
2024/25 Default Risk Outlook: UK Industries
Credit Benchmark’s new 2024/25 Default Risk Outlook for UK Industries predicts UK default risks to plateau in next 12 months; Basic Materials, Telecoms and Technology predicted to show >10% increase in default risk by Q2 2025.
Crowd-Sourced Credit Transition Matrices
Whitepaper // No.7November 2016Transition Matrices Download the PDF “Crowd-Sourced Credit Transition Matrices“ The latest CECL and IFRS9 accounting rules require banks and corporates to estimate
Measurement Of Sovereign Credit Quality
Whitepaper // No.6September 2016Sovereign Credit Ratings Download the PDF “Measurement Of Sovereign Credit Quality“ So far this year, the main credit rating agencies have been
Sovereign Credit Default Swaps And Consensus Credit Estimates
This White Paper shows that consensus credit risk data sourced from IRB banks can be combined with market data to give realistic, indicative valuations for 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
Sovereign Default Risk In Developing Economies
This paper examines the use cases for Credit Benchmark’s Consensus Probabilities of Default (Consensus PDs), in the context of more established indicators of Sovereign Default
Introduction For Credit Portfolio Managers
Credit Benchmark is a market-led response to three of the most critical issues facing credit risk professionals: 1) The need to improve credit risk management through