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Whitepapers

The Covid Year: Review of Credit and Solvency Trends in 2020

The 2020 pandemic brought various forms of disruption and hardship, and Governments and businesses around the world had to rely on trial and error to find the best response. There have been some high-profile corporate winners - and many losers. This report shows the key credit and solvency trends that emerged in 2020 and provides some pointers towards what we can expect in 2021.

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Impairment Trends: Consensus Point-in-Time Curves

The COVID-19 crisis has highlighted how sensitive banks’ impairment numbers are to changes in the economy. In a new report, we use aggregated PIT PD curves to look at the impact COVID-19 has had on banks’ forecasts of credit risk and impairment.

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How the Virus Crisis Infected Credit & Solvency: Global Trends

Credit Benchmark have released a new whitepaper, using Consensus credit estimates for the past few months to assess the impact of COVID-19 on credit and solvency across the global economy. The analysis looks at countries, industries, and sectors, as well as individual corporate borrowers.

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Basel IV Rules: The Impact Upon Capital Markets and the Securities Finance Industry

The forthcoming Basel IV regulations present a large-scale challenge for the securities finance industry. A new paper by Credit Benchmark outlines the cost ramifications of new rules limiting banks’ use of internal rating models for RWA purposes and the introduction of 100% RWA for unrated obligors.

The purpose of this paper is to help raise awareness of these regulations, to highlight their potential impact and to issue a call to action.

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Sub-Custodians: Networks Reveal Credit Risk

The increasing complexity of global sub-custodial networks means less clarity about where an asset is held – and the credit risk of the legal entity holding it. A new whitepaper by Credit Benchmark maps this interconnectivity and sheds light on hidden potential credit risks within these networks.

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The Creditworthiness of CCPs and the Global Clearing Member Network

This whitepaper examines the complex interconnected nature of the “CCP Network” – Central Counterparties, their clearing members, and the underlying clients of these members – and looks at the potential application of Consensus credit data to help bring transparency and alignment to the network.

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Review of 2019 Credit Trends

This report uses bank-sourced credit risk assessments to show how 2019 unfolded in some key geographies and industries – assessments which, crucially, are based on actual expected default frequencies. By reviewing the year that was in credit risk, we can grasp some clues as to how the 2020 narrative may play out.

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Consensus Sovereign Credit Data and Tradeable Anomalies in Government Bond Prices

Credit Benchmark’s latest whitepaper explores how consensus credit risk data can potentially be used in identifying tradeable short-to medium-term anomalies in Government bond prices.

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Global Credit Chartbook

Download Chartbook Political and economic factors have driven some major changes in credit over the last year. Trade disputes, geopolitical […]

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Point-in-Time PD Curves: IFRS9 / CECL Applications

In the era of increased regulatory scrutiny, banks and other lenders have a growing need for Point-in-Time default risk estimates […]

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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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