Credit Benchmark are at the RiskMinds Insurance conference at the Hotel Okura in Amsterdam this week. Mahim Mehra and team are around all day today and tomorrow, and David Carruthers the latest bank-sourced data and research on Wednesday.
David’s presentation will show the current data coverage and discuss some of the current use cases for the data. These include applications for Transition Matrices in IFRS9, CECL and CCAR analysis; links between credit data and financial markets, use of credit data as an early warning signal, and the development of credit indices.
In the current low yield environment, many Sovereign bonds issued by different countries are priced at similar levels. However, this Read more
Credit Benchmark is a market-led response to three of the most critical issues facing credit risk professionals: 1) The need to Read more
This paper examines the use cases for Credit Benchmark’s Consensus Probabilities of Default (Consensus PDs), in the context of more Read more
The Basel Committee on Banking Supervision recently published wide-reaching proposals for reducing variation in Credit Risk Weighted Assets, with a Read more
