Whitepapers
2025 Default Risk Outlook: US Industries (Q3 Update)
Credit Benchmark’s 2025 US Default Risk Outlook covers 12 US Industries. The report predicts US default risks to remain stable over the next 12 months as rate cuts cushion the impact of a slowing economy, but some industries face challenges.
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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 4% from last
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
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
