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Learn how mapping your internal entity list to a Credit Benchmark Identifier unlocks seamless access to consensus credit data, and discover which of three matching approaches best fits your workflow.
Most large financial institutions have stress testing programs that appear complete. Scenario design, macro-linkage calibration, and capital projection frameworks all meet DFAST, CCAR, and IFRS
The energy shock of 2026 could become a bigger problem for credit markets than the shock of 2022, when Russia invaded Ukraine.
Credit Benchmark’s 2026 G7 + China Default Outlook signals rising private corporate default risk amid slower global growth and tight funding conditions, while financial institutions remain more resilient across most markets.
Most credit risk monitoring tools serve the rated universe well. Bond spreads, CDS pricing, agency ratings, market-implied default probabilities—the data infrastructure supporting surveillance of publicly
Regulators, auditors, and internal committees increasingly demand independent external validation for credit models. Traditional rating agencies provide established benchmarks for public companies and large bond
Equity markets adapted quickly to US tariffs, but Credit Benchmark consensus data shows material and uneven shifts in global default risk.
Risk Perspective is Credit Benchmark’s bespoke analytics suite exclusively for contributing banks, providing key measures for driving enhanced, dynamic management of commercial credit risks.
Financial institutions monitoring unrated corporate exposures lack the continuous validation signals that prevent rating surprises. Traditional agencies focus on large public issuers, leaving middle-market borrowers,
Across hundreds of conversations with banks, insurers, asset managers, and other non-bank financial institutions, one theme dominates: credit risk management is under sustained pressure.
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