Credit Benchmark At RiskMinds Insurance In Amsterdam This Week

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.

Sovereign Bond Risk Management

In the current low yield environment, many Sovereign bonds issued by different countries are priced at similar levels. However, this Read more

Introduction For Credit Portfolio Managers

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

Sovereign Default Risk In Developing Economies

This paper examines the use cases for Credit Benchmark’s Consensus Probabilities of Default (Consensus PDs), in the context of more Read more

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 Read more

Follow us on:

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.