Knowledge Base
Pricing Counterparty Credit Where No Market Signal Exists
When there’s no CDS curve or traded bond, desks price counterparties blind. See how consensus credit data closes that gap and prevents mispricing.
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Meeting SR 26-2’s Demonstrable Evidence Standard for Model Risk Management
SR 26-2 has drawn a mostly positive reaction, with some practitioners viewing it as easier to implement than SR 11-7. That’s a fair read given
IFRS 9 Implementation Guide: Solving the PD Input Problem for Unrated Borrowers
The biggest challenge credit practitioners face when operationalizing IFRS 9 into an auditable ECL model is typically the input that carries the most weight: PDs.
Private Credit Risk Management: 6 Challenges and How Risk Teams Tackle Them
Private credit is now one of the biggest pools of capital in finance. By the end of this decade, it’s predicted to hit $5 trillion,
Modern Credit Risk Analysis: Assessing Every Rated and Unrated Counterparty
Standard credit risk analysis industry practices work great for public counterparties, with a rating to anchor to, financials to feed the model, and a market
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.
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,