Barbora Makova, Author at Credit Benchmark Archive - Credit Benchmark

Credit Portfolio Risk: Consensus Data Fills in the Blanks

Investors in credit portfolios make extensive use of credit agency ratings and market-driven risk models. But some segments are faced with less visibility and a lack of public ratings, while credit portfolio management models are only as good as the credit risk data available to them. This paper reviews a data-driven framework for portfolio risk analysis and discusses practical applications of consensus credit risk estimates.

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Another COVID Year: Credit Trends in 2021

2021 was another year dominated by COVID, but will hopefully mark the beginning of the end for the pandemic. This report shows the key credit trends that emerged in 2021 and examines which geographies, industries and sectors proved resilient to the widespread deterioration brought about by COVID in 2020 – and which have a more difficult road ahead.

Global Insurance in an Era of Heightened Risk

After two tumultuous years, the global insurance market has proven its resilience, but challenges of the “new normal” are increasing. A new whitepaper examines the state of global insurance in an era of heightened risk, focusing on regional and sector trends alongside single company examples.

EC Capital Proposals: Low Profile, High Impact

Contentious pending Basel rules have led critics to warn that higher risk weights for unrated corporates and funds will lead to a dramatic increase in bank capital requirements and an overall reduction in lending activity. This analysis examines the breadth of impact on the thousands of high quality entities that are not publicly rated.

Credit Risk Case Study: REITs vs Tenants

In the credit risk assessment of a commercial real estate investment trust (REIT), the credit risk of the REIT itself and of its tenants is considered. But what does it mean when the two are at odds? This case study analyses the consensus credit risk of Boston Properties and its top 20 tenants.

November Credit Update: Consensus Upgrades Outnumber Downgrades

Credit Benchmark has published the latest monthly credit consensus data (from October 2018), with 29 contributor banks. The set of […]

September Credit Update: Consensus Upgrades Outnumber Downgrades

Credit Benchmark has published the latest monthly credit consensus data (from August 2018) from 27 contributor banks. The set of […]

August Credit Update: Consensus Upgrades and Downgrades Balanced

Credit Benchmark has published the latest monthly credit consensus data (from July 2018), with 25 contributor banks. The set of […]

July Credit Update: Consensus Upgrades Outnumber Downgrades

Credit Benchmark has published the latest monthly credit consensus data (from June 2018), with 24 contributor banks. The set of […]

June Credit Update: Consensus Upgrades Outnumber Downgrades

Credit Benchmark has published the latest monthly credit consensus data (from May 2018), with 24 contributor banks. The set of […]

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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.

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