CVA: Applications of Credit Consensus Ratings
Traditional CVA pricing often relies on incomplete or proxy data—especially for unrated or private counterparties—leading to inaccuracies in capital, risk, and pricing decisions.
May 27, 2025
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Traditional CVA pricing often relies on incomplete or proxy data—especially for unrated or private counterparties—leading to inaccuracies in capital, risk, and pricing decisions.
Rising default risks and credit divergence signal a potential shakeout in the tech sector amid volatile returns and shifting global dynamics.
Credit Benchmark’s consensus credit data provides an unparalleled view of Italian default risk through a robust framework of over 3,700 credit risk aggregates covering more than 18,000 Italian corporates, financial institutions, and funds. This dataset spans 20 regions, 70+ sectors, and multiple credit categories and company sizes, with historical depth dating back to 2017.
Rising defense budgets and investment in new technologies are seeing a boost to the credit quality of global aerospace and defense firms. Credit Benchmark reviews recent credit trends in the industry.
The SRT market is large, growing, and complex. Learn how SRT investors are leveraging Credit Benchmark’s bank-sourced default risk estimates to evaluate these transactions, manage portfolio risk and optimize swap structures.
Credit risk was volatile for Global Oil & Gas producers in 2024 and global supply is expected to exceed demand in 2025, subject to strong geopolitical influences. This analysis from Credit Benchmark reviews global credit trends across a range of Oil & Gas sectors with a view to the year ahead.
Default risk for High Yield Corporates and Financials forecast to rise across all G7 + China economies in 2025 with exception of the US, according to Credit Benchmark’s Default Risk Outlook.
The economic impact of Trump’s 2024 election victory will be far reaching. This report from Credit Benchmark draws on internal credit ratings collected from global banks to show default risk trends for sectors most likely to be affected.
High-yield rated US and UK media companies are deteriorating rapidly, creating a growing chasm between these and investment grade firms.
Credit Benchmark’s 2025 US Default Risk Outlook covers 12 US Industries. The report predicts US default risks to remain stable over the next 12 months as rate cuts cushion the impact of a slowing economy, but some industries face challenges.
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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