Credit Spotlight on African Sovereign Ratings
Growing commodity exports may see African sovereign default risk improve by 10%+ in next year, according to Credit Benchmark’s credit risk forecast.
June 27, 2024
Growing commodity exports may see African sovereign default risk improve by 10%+ in next year, according to Credit Benchmark’s credit risk forecast.
Credit Benchmark’s new 2024/25 Default Risk Outlook for EU Industries predicts default risk will peak late-2024 for most EU industries, but Tech, Telecoms, Oil & Gas and Utilities could rise significantly
UK water firms are under scrutiny after the recent default of Thames Water owner Kemble; Credit Benchmark’s consensus risk data has been flagging problems in the water sector for some time. Default risk forecasts estimate that sector risk is set to rise by at least 10% in the next year, with potential to rise by as much as 20%.
Credit Benchmark’s consensus dataset reflects historical economic upheaval through clear global credit cycles. Sector-level “leaders and laggards” within a cycle can be used in portfolio management to model transition matrix changes and provide valuable insights into the future credit profiles of sector exposures.
A new SRT case study explores how projected default rates, derived from credit consensus data, can be used to manage portfolio risk and optimise trade structures.
Global transportation firms face higher risk of default if geopolitical tensions persist. Future credit trends for global transportation firms can appear months in advance in Credit Benchmark’s credit consensus dataset.
US Commercial Real Estate continues to face challenges. According to Credit Benchmark, default risk for Industrial & Office REITs has jumped by 50% in the last 2 years and is projected to rise by at least another 30% this year.
This whitepaper reviews the distribution, dynamics and trends of default risk for various countries, industries and sectors that are positively or negatively affected by climate change.
This whitepaper uses default risk estimates from global banks to highlight potential fault lines embedded in the new Basel “Endgame” proposals.
This note shows how in the growing Significant Risk Transfer market, consensus credit data is being used to quantify existing credit portfolio risks and fine tune proposed new trades.
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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