Credit Benchmark has released the latest end-of-month consensus credit data (from March 2020), based on the final and complete set of contributed credit risk estimates from 40+ global financial institutions. This final update takes into account the credit movements of ~26,000 separate legal entities.
In the update, you will find:
Compared to the figures seen in our mid-month flash update, the final update shows:
Credit Benchmark will continue to provide regular reports on these migration rates. If you have any questions about the contents of this update, please get in touch.