Credit Portfolio Management
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.
March 24, 2026
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.
Credit Benchmark’s 2026 G7 + China Default Outlook signals rising private corporate default risk amid slower global growth and tight funding conditions, while financial institutions remain more resilient across most markets.
Build multi-year PD term structures from Credit Consensus Ratings using transition matrices for CVA, pricing, and risk.
This analysis evaluates how Credit Benchmark’s Credit Consensus Ratings (CCR) compare to S&P Global Ratings in identifying default risk at the time of S&P’s default declarations.
As insurance companies operate in an increasingly volatile environment, where do the credit risks lie?
Rising bond spreads will lift private credit spreads, requiring sharper borrower oversight – Credit Benchmark provides vital risk insight.
This is the first joint update on the Significant Risk Transfer (SRT) market from Credit Benchmark and Oxane Partners. In this update, we examine key market developments and emerging trends across the SRT landscape, and analyze how investors can continue to execute, monitor, and manage SRT investments effectively amidst evolving market dynamics.
Default risk for High Yield Corporates and Financials forecast to rise across all G7 + China economies in 2025 with exception of the US, according to Credit Benchmark’s Default Risk Outlook.
Credit Benchmark’s 2025 US Default Risk Outlook covers 12 US Industries. The report predicts US default risks to remain stable over the next 12 months as rate cuts cushion the impact of a slowing economy, but some industries face challenges.
Credit Benchmark’s new 2024/25 Default Risk Outlook for UK Industries predicts UK default risks to plateau in next 12 months; Basic Materials, Telecoms and Technology predicted to show >10% increase in default risk by Q2 2025.
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