The latest Research White Paper from Credit Benchmark is now available to download. This paper compares bank-sourced transition matrices with the traditional estimates published by the main credit rating agencies.
- Credit Benchmark crowd-sourced credit data is updated monthly and based on more than 250,000 obligors.
- Expert bank credit analyst views support a rich, diverse set of Ex Ante and Ex Post credit transition matrices.
- Through-the-Cycle data provides a valid base for transition matrix calibration and identifies path dependency.
- Real-world PD term structures provide risk premium adjustments for market implied Point-in-Time estimates.
- Term structure benchmarks optimize loan impairment calculations for IFRS9 and CECL accounting standards.
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