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Posts by Laura Saville

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September 18, 2026 · News
Bloomberg cites Credit Benchmark data in analysis of private credit default risk

Private credit default rates range from under 1% to nearly 20%, depending on the source. Bloomberg cites Credit Benchmark research showing BDC risk falling…
Private Credit Funds 2026 Update
September 17, 2026 · Knowledge Base
Private Credit Funds 2026 Update

Stable sector exposure, tightening spreads, and a widening gap between fund and holdings risk. Executive Summary: Private Credit Fund Sector Exposure and Credit Risk…
18 CECL Solutions Banks Use in 2026 Closing the Unrated Borrower Gap
September 9, 2026 · Knowledge Base
18 CECL Solutions Banks Use in 2026: Closing the Unrated Borrower Gap

Current Expected Credit Losses (CECL) requires banks to combine historical experience, current conditions, and reasonable and supportable forecasts when estimating expected credit losses. Naturally…
The Transparency Gap in Private Markets
September 8, 2026 · Knowledge Base
The Transparency Gap in Private Markets

As credit migrates into private markets, investors, insurers, and regulators are losing the independent reference points they need to evaluate and challenge credit assessments.…
5 Model Risk Management Tools
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…