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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.
Corporate default rates are expected to remain elevated through 2026, according to S&P Global. For banks managing commercial lending portfolios, this environment requires balancing loan
You manage a commercial portfolio where the majority of counterparties lack external credit ratings. Your internal models grade every exposure, but you can’t benchmark those
Recapping the major updates from 2025 and previewing the 2026 roadmap, focusing on how these product enhancements can help your team leverage insights more efficiently and drive improved outcomes.
Credit losses are forecasted to increase 7.5% in 2026. Your probability of default modeling must catch deteriorating credits before they default, cover the 90% of
Most credit portfolios carry significant unrated exposure—middle-market borrowers, private credit holdings, counterparties—where internal assessments are your only risk view. That’s perfectly manageable until regulators start
Credit Benchmark, the leading provider of consensus credit risk data, announces the appointment of Kuveshen Chetty as Acting Head of Africa.
Model owners, validation teams, CROs, IFRS 9 stakeholders, and audit professionals face mounting pressure to demonstrate that credit risk models are accurate, defensible, and aligned
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