Laura Saville
Italian Sovereign bond yields have been trending higher ahead of the referendum on Sunday which may decide the fate of Renzi, the reforming Prime…
The liquidity risk premium continues to pose challenges to financial modellers and practitioners, and liquidity risk is one of the more difficult financial metrics…
The FTSE100 has gained around 10% since the Brexit vote. This is driven in part by Sterling weakness, which has brought an immediate currency…
Although the U.S. Election is too close to call, financial markets have made their opinions clear, becoming increasingly nervous whenever Trump erodes Clinton’s lead.…
For CECL and IFRS9 accounting, the choice of credit transition matrix and default probabilities is crucial and may have a significant impact on the…
Whitepaper // No.7 November 2016 Transition Matricesmary Credit Benchmark crowd-sourced credit data is updated monthly and based on more than 250,000 obligors. Expert bank…
We have just published credit data for September, with 11 contributor banks now providing crowd-sourced credit views CBCs* on more than 6,000 separate legal…
Banks are gearing up for major accounting changes over the next few years. Credit risk and modelling teams are now working with accounting policy…
At the recent RiskMinds Americas conference in Chicago, a number of presentations suggested that the banking industry is in better shape, overall, than it…
Executive Summary Sovereign credit crises tend to occur in waves and Sovereign credit quality measurement aims to identify the most vulnerable countries. Agency ratings…
Colombia’s many economic and political advantages have been overshadowed for decades by the long running war with various rebel groups. The recently agreed peace…
Poland’s credit standing is going down while Belgium’s rises. The divergence is mostly political. Poland’s economy is healthy and debts are low but the…
