Credit Benchmark Fall Symposium. NYC, October 22 2026
Laura Saville
The UK’s currency remains very volatile post-Brexit, but may be recovering. The country’s credit rating may suffer more permanent damage. As yet, the credit…
Oil and Gas credit consensus isn’t following the price up The oil price has been trending sharply upwards for most of 2016. Even with…
This blog discusses the scale of the global pension funding crisis and highlights the risk to Sovereign credit ratings. This week the main holders…
This blog reports on the volatility of credit estimates measured by Credit Benchmark, compared with equity market volatility measured by the CBOE Volatility Index…
The 2016 EU-wide stress test results covering 51 banks were published last week. Credit Benchmark data shows a clear relationship between risk and CET…
The Southeast U.S.A. is in the middle of its annual hurricane season. In this blog, we look at the impact that a severe hurricane…
Global IRB banks have been steadily upgrading the Irish Government over the past year ; and the country’s long term rating was recently upgraded…
The main rating agencies have so far been unanimous in their credit opinion of the Australia Government; they have all assigned the equivalent of…
An analysis by Credit Benchmark on the Basel Committee’s proposed limits on credit risk capital modelling supports the banking industry’s view that internal models…
The UK referendum decision to leave the EU may have taken markets and betting exchanges by surprise, but Credit Benchmark data shows that IRB…
The Basel Committee on Banking Supervision is proposing significant changes to the use of internal risk models by IRB banks, and the final date…
If the Basel Committee on Banking Supervision implements its March 2016 proposals this year, banks will need to expand their historical default datasets in…
