Log in Book demo

Search results for default risk

January 16, 2017
Cyprus Peace Talks Face Growing Obstacles But Success Would Improve Credit Standing

Cyprus is steadily recovering from its recent financial difficulties. Despite being downgraded to junk during the 2012/13 financial crisis, it has managed to exit…
January 10, 2017
US Corporate Credit Deteriorated Last Year

The U.S. Federal Reserve started the long process of normalizing interest rates in late 2015. But with the US economy growing by a lacklustre…
November 4, 2016
Latest White Paper On Credit Transition Matrices Now Available To Download

For CECL and IFRS9 accounting, the choice of credit transition matrix and default probabilities is crucial and may have a significant impact on the…
October 21, 2016
CECL And IFRS9 Fuel Demand For Credit Data

Banks are gearing up for major accounting changes over the next few years. Credit risk and modelling teams are now working with accounting policy…
September 19, 2016
Measurement Of Sovereign Credit Quality

Executive Summary Sovereign credit crises tend to occur in waves and Sovereign credit quality measurement aims to identify the most vulnerable countries. Agency ratings…
September 13, 2016
Poland, Belgium Credit Split Shows Power Of Politics

Poland’s credit standing is going down while Belgium’s rises. The divergence is mostly political. Poland’s economy is healthy and debts are low but the…
August 30, 2016
Fiscal Aggression Could Threaten Sovereign Ratings

Sovereign credit ratings have been buoyed up for years by the belief that no matter how much governments actually borrowed, they were committed to…
August 19, 2016
Referendum Harms UK More Than The Pound

The UK’s currency remains very volatile post-Brexit, but may be recovering. The country’s credit rating may suffer more permanent damage. As yet, the credit…
August 10, 2016
Credit Volatility And The VIX

This blog reports on the volatility of credit estimates measured by Credit Benchmark, compared with equity market volatility measured by the CBOE Volatility Index…
August 3, 2016
EU Stress Tests And Spanish Banks

The 2016 EU-wide stress test results covering 51 banks were published last week. Credit Benchmark data shows a clear relationship between risk and CET…
April 20, 2016
Credit Benchmark Publishes White Paper On Sovereign CDS Pricing

Credit Benchmark today announced the publication of their latest White Paper “Sovereign Credit Default Swaps and Consensus Credit Estimates”. The paper shows that consensus…
April 19, 2016
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…

Want to see Credit Benchmark in action?

Schedule a short 30 minute demo and let our team walk you through the platform, demonstrate key capabilities, and answer any questions live.

Schedule a demo Watch a recording