Unique insights into the views of institutional risk experts

Dynamic consensus data and analytics provide forward-looking insights into the credit quality and liquidity of companies and sectors globally. Access the combined risk views of experts from the world’s leading financial institutions

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Credit Benchmark
Research & Whitepapers

January 9, 2023
Credit Correlations: Avoiding Unnecessary Risks

With default risks expected to rise in 2023, correlations between those risks are increasingly important for credit portfolio management. Exposures to different sectors – that normally diversify the portfolio – may show a simultaneous increase in risk during difficult economic conditions. This paper shows how Consensus credit data can be used to estimate credit correlations between regions, countries, industries, and sectors.

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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.