“Basel Endgame”: Fixed Weight Fault Lines?
This whitepaper uses default risk estimates from global banks to highlight potential fault lines embedded in the new Basel “Endgame” proposals.
November 9, 2023
This whitepaper uses default risk estimates from global banks to highlight potential fault lines embedded in the new Basel “Endgame” proposals.
The October 2023 Credit Outlook looks at recent credit trends and highlights seen in the consensus dataset. Read more here.
London and New York, July 18, 2023 – Credit Benchmark, a global leader in the credit risk data and analytics space, has announced the appointment
Latest data shows equity and credit volatility ticking up, are downgrades coming? Get insights on the latest market trends and analysis here. Our report covers key indicators and market predictions.
The June Monthly Credit Outlook looks at recent credit trends and highlights seen in the consensus dataset. This month, Global Corporates, Financials and Sovereigns all show net downgrades.
The latest whitepaper from Credit Benchmark illustrates global credit trends in the first quarter of 2023. The credit optimism of early 2023 has faded with the latest data suggesting a gradual but broad decline in global credit. US regional banks have shown extensive deterioration, though negative movement has paused for their larger counterparts. Global REITs, Mutual Funds, Hedge Funds, US Technology and Telecomms all showing net deterioration.
Credit Benchmark have released the April 2023 Credit Consensus Indicators (CCIs). US Oil & Gas have maintained positive credit balance for seven consecutive month. UK Oil & Gas return to negative credit balance this month. EU Oil & Gas have experienced recent instability in their collective credit balance.
The sudden collapse of Silicon Valley Bank has raised questions as to what warning signs were missed. While this may have been a black swan event, bank credit warning signs have been flashing in consensus credit data for the past few months.
Credit Benchmark have released the March Industrials Credit Consensus Indicators (CCIs). EU Industrial firms continue their run of positive credit movement, with an 18th month of improvement. UK Industrial firms continue to register a negative CCI this month. US Industrial firms return to positive credit balance.
The February Monthly Credit Outlook looks at recent credit trends and highlights seen in the consensus dataset. This month, credit risk is elevated but some positive surprises may be possible.
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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