Credit Benchmark provides an independent, consensus-based view of credit risk across clearing members and their broader networks, helping risk teams detect deterioration earlier and make more confident decisions on margin, participation, and exposure management.
The final Basel III reforms are no longer a future regulatory shift. For many banks, its effects are already showing up in lending decisions, model
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
This report highlights some of the ways that Credit Benchmark clients are using proxy indices, transition matrices and correlation analytics to manage credit portfolio risks.
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
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,
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
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