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.
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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
Sovereign Bond Risk Management
In the current low yield environment, many Sovereign bonds issued by different countries are priced at similar levels. However, this report demonstrates that default probability
