Monthly changes in credit quality outlook for the energy sector were muted this month, with the US seeing some improvement and the UK seeing some deterioration in credit. The EU energy sector is stable.
The energy industry is experiencing mixed fortunes, with the US sector holding steady and the EU seeing some improvement, whereas the UK sector showed deterioration from the prior month.
CDS prices are often cited as a proxy for solvency risk. New research shows some large variations between CDS prices and consensus credit risk data for GSIBs.
Financial institutions find themselves again at the center of another global recession, triggered this time by a pandemic rather than a shock to the banking system as in 2008. In this webinar we explore how banks and risk managers can best navigate the challenges caused by the current crisis while continuing to drive efficiencies and innovation.
To download the August 2020 Housing Aggregate PDF, click here. . The US housing sector can breathe a (perhaps temporary) sigh of relief. The UK
The forthcoming Basel IV regulations present a large-scale challenge for the securities finance industry. A new paper by Credit Benchmark outlines the cost ramifications of new rules limiting banks’ use of internal rating models for RWA purposes and the introduction of 100% RWA for unrated obligors.
The purpose of this paper is to help raise awareness of these regulations, to highlight their potential impact and to issue a call to action.
In the midst of a major global credit and liquidity transition, the Credit Benchmark dataset can help clients understand how this transition is happening. It is now evident that sometimes credit data is not just credit data – it can also provide valuable liquidity and solvency insight too.
This whitepaper examines the complex interconnected nature of the “CCP Network” – Central Counterparties, their clearing members, and the underlying clients of these members – and looks at the potential application of Consensus credit data to help bring transparency and alignment to the network.
Credit Benchmark was pleased to co-sponsor the CMCAS Annual Chief Credit Officers Panel last week at the Societe Generale offices in NYC. Credit Benchmark co-founder
Download PDF The International Monetary Fund (IMF) recently published their latest Global Financial Stability Report.[1] According to the report, Corporate Debt Growth between 2018 and
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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