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Consensus PD data shows Canadian credit risk rising but stabilising — with tariff stress hitting consumer and industrial sectors hardest, and HY deteriorating far faster than IG across provinces.
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.
Build multi-year PD term structures from Credit Consensus Ratings using transition matrices for CVA, pricing, and risk.
This 10-year analysis highlights how structural shifts in global trade, monetary policy, and capital flows have reshaped credit quality.
Bank sentiment about the creditworthiness of their borrowers worsened in recent months after improvement earlier this year, according to Credit Benchmark’s new Credit Risk Index (CRI).
This analysis evaluates how Credit Benchmark’s Credit Consensus Ratings (CCR) compare to S&P Global Ratings in identifying default risk at the time of S&P’s default declarations.
Bank sentiment about the creditworthiness of their borrowers worsened in recent months after improvement earlier this year, according to Credit Benchmark’s new Credit Risk Index (CRI).
Credit Benchmark have released the January-24 end-month industry update, based on the final and complete set of the contributed credit risk estimates from 40+ global financial institutions.
The December-23 Financial Counterpart Monitor from Credit Benchmark provides a unique analysis of the changing creditworthiness of financial institutions.
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