Executive Summary     Download the PDF “Bank-Sourced Credit Indices”   Overview   This paper presents a new and unique way of tracking real-world credit

Executive Summary   Sovereign credit crises tend to occur in waves and Sovereign credit quality measurement aims to identify the most vulnerable countries. Agency ratings

This White Paper shows that consensus credit risk data sourced from IRB banks can be combined with market data to give realistic, indicative valuations for a

The Basel Committee on Banking Supervision recently published wide-reaching proposals for reducing variation in Credit Risk Weighted Assets, with a call for responses by the

Credit Benchmark is a market-led response to three of the most critical issues facing credit risk professionals: 1) The need to improve credit risk management through

In the current low yield environment, many Sovereign bonds issued by different countries are priced at similar levels. However, this report demonstrates that default probability