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Posts by Laura Saville

August 27, 2026 · Knowledge Base
The 5 Model Risk Management Tool Categories and The Consensus Data Gap Most Stacks Miss

SR 26-2 reinforces that model risk management should span development, validation, and ongoing monitoring, with oversight scaled to each model’s risk. That makes deliberate…
August 24, 2026 · Knowledge Base
Evidencing PD Estimates for Low-Default Portfolios Under the Internal Ratings Based Approach

Banks using the Internal Ratings-Based Approach are expected to produce robust probability-of-default estimates, but this becomes much harder when the portfolio itself has very…
August 12, 2026 · Insight
South Africa Credit Risk: Resilience and Recovery

A consensus view of South African credit risk, drawing on the collective intelligence of leading South African and global banks. Introduction: South Africa’s Credit…
Bank of England
August 3, 2026 · Knowledge Base
Why Forward-Looking Credit Data Matters for Monitoring Non-Bank Financial Risk

Independent research from the Bank of England lends weight to a broader industry shift: as credit risk migrates into private and non-bank markets, banks,…
July 27, 2026 · Insight
AI Winners & Losers: A Segment-by-Segment Credit Review

Executive Summary Artificial intelligence is creating one of the most significant shifts in corporate credit risk in recent years. While public discussion has focused…
July 25, 2026 · Insight
Italian Credit Resilience Tested by Geopolitical and Regional Stress

Executive Summary Italian credit fundamentals remain resilient despite rising geopolitical and macroeconomic pressures, with Investment Grade strength offsetting pockets of stress in High Yield…
July 21, 2026 · Knowledge Base
Pricing Counterparty Credit Where No Market Signal Exists

How the XVA/CVA trading desk of a leading Canadian bank uses Credit Consensus Ratings before the trade goes on the books. The Problem XVA…
July 21, 2026 · Knowledge Base
Meeting SR 26-2’s Demonstrable Evidence Standard for Model Risk Management

SR 26-2 has drawn a mostly positive reaction, with some practitioners viewing it as easier to implement than SR 11-7. That’s a fair read…
July 21, 2026 · Knowledge Base
IFRS 9 Implementation Guide: Solving the PD Input Problem for Unrated Borrowers

The biggest challenge credit practitioners face when operationalizing IFRS 9 into an auditable ECL model is typically the input that carries the most weight:…
July 16, 2026 · Knowledge Base
Private Credit Risk Management: 6 Challenges and How Risk Teams Tackle Them

Private credit is now one of the biggest pools of capital in finance. By the end of this decade, it’s predicted to hit $5…
Credit Benchmark logo
July 16, 2026 · News
Bank of England: From Mayfair to the Caymans: mapping and quantifying non-bank default risk in UK markets

Bank of England research uses Credit Benchmark’s consensus PD data to map non-bank default risk across UK markets, revealing hedge funds — especially offshore…
July 14, 2026 · Knowledge Base
Modern Credit Risk Analysis: Assessing Every Rated and Unrated Counterparty

Standard credit risk analysis industry practices work great for public counterparties, with a rating to anchor to, financials to feed the model, and a…