Bank of England research signals a shift to private credit — see why forward-looking counterparty data now matters more than ratings.

When there’s no CDS curve or traded bond, desks price counterparties blind. See how consensus credit data closes that gap and prevents mispricing.

SR 26-2 has drawn a mostly positive reaction, with some practitioners viewing it as easier to implement than SR 11-7. That’s a fair read given

The biggest challenge credit practitioners face when operationalizing IFRS 9 into an auditable ECL model is typically the input that carries the most weight: PDs.

Private credit is now one of the biggest pools of capital in finance. By the end of this decade, it’s predicted to hit $5 trillion,

Standard credit risk analysis industry practices work great for public counterparties, with a rating to anchor to, financials to feed the model, and a market

Discover how Credit Benchmark helps insurers monitor credit risk with consensus-based PD data from 40+ global banks. Enhance your underwriting today.

At some point during Current Expected Credit Losses (CECL) exam preparation, most model risk and validation teams hit the same wall. The DCF logic holds,

Private credit is booming — but can institutions keep pace with the risk? New research from Credit Benchmark explores the visibility gap.

When a new SRT deal tape arrives, the first instinct is to pull credit data on the underlying pool. For most of the names on