The COVID-19 crisis has highlighted how sensitive banks’ impairment numbers are to changes in the economy. In a new report, we use aggregated PIT PD curves to look at the impact COVID-19 has had on banks’ forecasts of credit risk and impairment.
The COVID-19 crisis has highlighted how sensitive banks’ impairment numbers are to changes in the economy. In a new report, we use aggregated PIT PD curves to look at the impact COVID-19 has had on banks’ forecasts of credit risk and impairment.
@CreditBenchmark 05:00 PM Jan 15th
Data from Credit Benchmark's monthly Financial Counterpart Monitor cited in a recent story from @FXFinanceFeeds on… https://t.co/xhrBtDp12Z
@CreditBenchmark 01:08 PM Jan 14th
#Credit quality for US Food & Drug #retailers sank until summer of 2020 but then recovered. Up about 12% since low… https://t.co/gNdECcr7LS
@CreditBenchmark 04:59 PM Jan 12th
Credit Benchmark CCI data on the #credit quality of US, UK, and EU #Industrial companies was cited in the… https://t.co/wBMVVqmObO
@CreditBenchmark 03:01 PM Jan 12th
#Risk isn't always limited to the name of the firm you do business with, nor to its perceived jurisdiction. The new… https://t.co/iwQ5NffYKS
@CreditBenchmark 05:01 PM Jan 11th
Global Financials showing signs of credit stress, #SovereignWealthFund deteriorations outweigh improvements by 4:1.… https://t.co/QnRW8Gdlnw
@CreditBenchmark 12:43 PM Jan 11th
In @CreditBenchmark's latest Industry Monitor: #travel companies still underperforming, with 4:1 deteriorating/impr… https://t.co/AU6jhqWyY5
@CreditBenchmark 01:39 AM Jan 7th
Credit quality of the UK #Travel & Leisure sector is down about 31% according to @CreditBenchmark consensus data. P… https://t.co/toeZ6ZHoY5
@CreditBenchmark 01:14 AM Jan 5th
#Credit #risk for UK restaurants and bars remains high according to @CreditBenchmark consensus data. Ongoing stress… https://t.co/7iJV9sPOxN
@CreditBenchmark 01:45 PM Dec 29th
Energy sector troubles are no secret. But while the UK and especially the US have seen a lot of distress, the EU is… https://t.co/iXSDScdBCl
@CreditBenchmark 02:52 PM Dec 23rd
Forward-looking sentiment for Industrials continues to be weak. According to the latest #CCI data from… https://t.co/dcUgp7GuIr