Whitepapers

Credit Portfolio Management and Bank-Sourced Benchmarks

The Trump Effect

The first year of the Trump administration has not been dull. Radical domestic and foreign policy announcements, dramatic White House […]

US Retail Sector: Credit Trends

The US Retail Sector faces some well-known challenges, often dubbed the ‘Retail Apocalypse’. But the real story is more complex; […]

Bank-Sourced Credit Indices

This paper presents a new and unique way of tracking real-world credit risk, using bank-sourced data to construct indices based […]

Global Oil Sector: Credit Trends

Credit Benchmark has unveiled the findings of our latest research into credit risk trends in the Oil & Gas sector. […]

Airline Credit Quality Makes Gradual Ascent; Low Cost Carriers Lead The Way

Global airlines belied their reputation for losing money and destroying shareholder value in 2016. Bond investors had reasons to feel […]

Crowd-Sourced Credit Transition Matrices

The latest Research White Paper from Credit Benchmark is now available to download. This paper compares bank-sourced transition matrices with […]

Measurement Of Sovereign Credit Quality

Review of sovereign credit quality and crowd-sourced views from IRB Banks. Summary: Sovereign credit crises tend to occur in waves […]

Sovereign Credit Default Swaps And Consensus Credit Estimates

This White Paper shows that consensus credit risk data sourced from IRB banks can be combined with market data to give […]

Impact Of BCBS Proposals On IRB Banks

The Basel Committee on Banking Supervision recently published wide-reaching proposals for reducing variation in Credit Risk Weighted Assets, with a […]

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