Whitepapers
Significant Risk Transfers – Use Case Explainer
The SRT market is large, growing, and complex. Learn how SRT investors are leveraging Credit Benchmark’s bank-sourced default risk estimates to evaluate these transactions, manage portfolio risk and optimize swap structures.
FILTER:
ARCHIVES:
SEARCH:
Benchmark Risk and Portfolio Analytics
Credit Portfolio Management and Bank-Sourced Benchmarks May 2018Benchmark Risk and Portfolio Analytics Overview This paper demonstrates the role of bank-sourced benchmarks and indices in credit
Donald Trump and the Economy
The “Trump Effect” Donald Trump and the Economy – The first year of the Trump administration has not been dull. Radical domestic and foreign policy
Retail Industry Trends
US Retail Sector: Credit Trends December 2017Retail Industry Trends “The number of people visiting U.S. stores on Thanksgiving and Black Friday fell
Bank-Sourced Credit Indices
October 2017Credit Index Executive Summary Download the PDF “Bank-Sourced Credit Indices” Overview This paper presents a new and unique way of tracking real-world credit risk,
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
