The liquidity risk premium continues to pose challenges to financial modellers and practitioners, and liquidity risk is one of the more difficult financial metrics to model and manage.
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 broad range of traded and untraded assets
This whitepaper examines the use cases for Credit Benchmark’s Consensus Probabilities of Default, in the context of more established indicators of Sovereign Default Risk.
Credit Benchmark raises $20m in Series B financing led by Balderton Capital to accelerate data gathering efforts with global banks and grow its international team.
An analysis by Credit Benchmark on the Basel Committee’s proposed limits on credit risk capital modelling supports the banking industry’s view that internal models remain more accurate than standardised approaches.
Financial technology — also known as fintech — is one of the hottest areas of investment at the moment and one of the scariest developments for banks.