Learn how mapping your internal entity list to a Credit Benchmark Identifier unlocks seamless access to consensus credit data, and discover which of three matching approaches best fits your workflow.
Most large financial institutions have stress testing programs that appear complete. Scenario design, macro-linkage calibration, and capital projection frameworks all meet DFAST, CCAR, and IFRS
This report highlights some of the ways that Credit Benchmark clients are using proxy indices, transition matrices and correlation analytics to manage credit portfolio risks.
The Middle East conflict is once again exposing the fragility of global supply chains. As with Covid and Ukraine, the consequences are unlikely to be immediate – but they will spread across sectors in ways that are difficult to predict.
The energy shock of 2026 could become a bigger problem for credit markets than the shock of 2022, when Russia invaded Ukraine.
Credit Benchmark’s 2026 G7 + China Default Outlook signals rising private corporate default risk amid slower global growth and tight funding conditions, while financial institutions remain more resilient across most markets.
Most credit risk monitoring tools serve the rated universe well. Bond spreads, CDS pricing, agency ratings, market-implied default probabilities—the data infrastructure supporting surveillance of publicly
Please complete the form below to arrange a demo.
