Recent banking failures around the globe have exposed fundamental weaknesses in how financial institutions manage counterparty credit risk: The 2022 UK Gilt liquidity crisis showed
Internal credit risk models remain essential, but they are no longer sufficient on their own. Today’s environment is marked by greater market volatility, increasing regulatory
Risk officers today are managing credit portfolios in an increasingly volatile market. Effective portfolio oversight requires forward-looking, consensus-based intelligence.
Rising bond spreads will lift private credit spreads, requiring sharper borrower oversight – Credit Benchmark provides vital risk insight.
Traditional CVA pricing often relies on incomplete or proxy data—especially for unrated or private counterparties—leading to inaccuracies in capital, risk, and pricing decisions.
The SRT market is large, growing, and complex. Learn how SRT investors are leveraging Credit Benchmark’s bank-sourced default risk estimates to evaluate these transactions, manage portfolio risk and optimize swap structures.
A credit rating transition matrix shows, for a group of companies, the proportion that migrate from one credit rating category to another over a set time period. For example it could show the proportion of firms with rating AA that migrate to AAA, A, BBB, BB, B and C, plus those that remain in the AA rating category, in the course of a single year. For some use cases, it also includes a Default column to show the proportion of firms that default.
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Credit Benchmark brings together internal credit risk views from over 40 leading global financial institutions. The contributions are anonymized, aggregated, and published in the form of consensus ratings and aggregate analytics to provide an independent, real-world perspective of credit risk. Risk and investment professionals at banks, insurance companies, asset managers and other financial firms use the data for insights into the unrated, monitoring and alerting within their portfolios, benchmarking, assessing and analyzing trends, and fulfilling regulatory requirements and capital.
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