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Enhanced Credit Risk Monitoring for Insurers
Discover how Credit Benchmark helps insurers monitor credit risk with consensus-based PD data from 40+ global banks. Enhance your underwriting today.
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CECL Model Validation: How to Benchmark PD Assumptions for Private and Unrated Borrowers
At some point during Current Expected Credit Losses (CECL) exam preparation, most model risk and validation teams hit the same wall. The DCF logic holds,
The Growing Blind Spot in Private Markets
Private credit is booming — but can institutions keep pace with the risk? New research from Credit Benchmark explores the visibility gap.
Significant Risk Transfer: Structures, Disclosure, and Borrower Benchmarking
When a new SRT deal tape arrives, the first instinct is to pull credit data on the underlying pool. For most of the names on
Independent Credit Intelligence for CCPs and Clearing Houses
Credit Benchmark provides an independent, consensus-based view of credit risk across clearing members and their broader networks, helping risk teams detect deterioration earlier and make more confident decisions on margin, participation, and exposure management.
Basel IV Risk Management: What the New Capital Framework Means for Lending, Models, and Unrated Exposures
The final Basel III reforms are no longer a future regulatory shift. For many banks, its effects are already showing up in lending decisions, model
Credit Stress Testing for Financial Institutions: Why the Data Behind Your Scenarios May Not Survive Regulatory Scrutiny
Most large financial institutions have stress testing programs that appear complete. Scenario design, macro-linkage calibration, and capital projection frameworks all meet DFAST, CCAR, and IFRS