An Entirely New Source of Credit Risk Data:

Credit Benchmark is a financial data analytics company offering an entirely new source of information: the credit risk views of the world’s leading financial institutions.

Point-in-Time PD Curves: IFRS9 / CECL Applications

May 7, 2019

The latest whitepaper from Credit Benchmark details how Consensus data can be used to construct Credit Transition Matrices and, in turn, Point-in-Time PD curves; examining their applicability for IFRS9 and CECL purposes.

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