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 internal benchmarking, 2) The requirement to justify internal model outputs to supervisors, 3) The insufficiency of robust external data.
This note examines the applications for Credit Benchmark Consensus Risk Estimates within the Credit Portfolio Management workflow.
In the current low yield environment, many Sovereign bonds issued by different countries are priced at similar levels. However, this 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
This White Paper shows that consensus credit risk data sourced from IRB banks can be combined with market data to give Read more
