Pension Deficits Are A Growing Source Of Credit Risk
This blog discusses the scale of the global pension funding crisis and highlights the risk to Sovereign credit ratings. This week the main holders of
August 12, 2016
This blog discusses the scale of the global pension funding crisis and highlights the risk to Sovereign credit ratings. This week the main holders of
The Southeast U.S.A. is in the middle of its annual hurricane season. In this blog, we look at the impact that a severe hurricane could
The main rating agencies have so far been unanimous in their credit opinion of the Australia Government; they have all assigned the equivalent of a
The UK referendum decision to leave the EU may have taken markets and betting exchanges by surprise, but Credit Benchmark data shows that IRB banks
The Basel Committee on Banking Supervision is proposing significant changes to the use of internal risk models by IRB banks, and the final date for
If the Basel Committee on Banking Supervision implements its March 2016 proposals this year, banks will need to expand their historical default datasets in order to
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
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
The economic impact of Trump’s 2024 election victory will be far reaching. This report from Credit Benchmark draws on internal credit ratings collected from global banks to show default risk trends for sectors most likely to be affected.
Our Credit Transition Matrices (CTMs) facilitate the modelling of default risk. The CTMs are constructed using the full breadth of Credit Benchmark’s dataset, which includes over 100,000 consensus entities, ensuring long-term stability. These CTMs can be used to plot broad credit trends, build sector-specific views, or produce term structures for use in portfolio modelling.
Credit Benchmark brings together internal credit risk views from over 40 leading global financial institutions. The contributions are anonymized, aggregated, and published in the form of consensus ratings and aggregate analytics to provide an independent, real-world perspective of credit risk. Risk and investment professionals at banks, insurance companies, asset managers and other financial firms use the data for insights into the unrated, monitoring and alerting within their portfolios, benchmarking, assessing and analyzing trends, and fulfilling regulatory requirements and capital.
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