Credit Spotlight on Significant Risk Transfer
A new SRT case study explores how projected default rates, derived from credit consensus data, can be used to manage portfolio risk and optimise trade structures.
March 21, 2024
A new SRT case study explores how projected default rates, derived from credit consensus data, can be used to manage portfolio risk and optimise trade structures.
This whitepaper uses default risk estimates from global banks to highlight potential fault lines embedded in the new Basel “Endgame” proposals.
Credit Benchmark’s Client Forum Webinar is a deep dive into the world of consensus credit risk data and analytics. Topics covered include new client use cases, product development, analytics showcase and guest speakers from Bloomberg and Oliver Wyman.
This note shows how in the growing Significant Risk Transfer market, consensus credit data is being used to quantify existing credit portfolio risks and fine tune proposed new trades.
Default rates for US and UK Speculative Grade bonds are expected to rise each quarter to a peak in Q3 2024. This whitepaper expands on our recent US Default Rate Forecast, with the addition of UK Corporate default projections.
Default rates for US Speculative Grade bonds and Leveraged Loans are rising and expected to peak in Q2 2024. This whitepaper examines projected credit default rates for US issuers based on credit consensus data from global banks.
Latest data shows equity and credit volatility ticking up, are downgrades coming? Get insights on the latest market trends and analysis here. Our report covers key indicators and market predictions.
Investors in credit portfolios make extensive use of credit agency ratings and market-driven risk models. But some segments are faced with less visibility and a lack of public ratings, while credit portfolio management models are only as good as the credit risk data available to them. This paper reviews a data-driven framework for portfolio risk analysis and discusses practical applications of consensus credit risk estimates.
The February Monthly Credit Outlook looks at recent credit trends and highlights seen in the consensus dataset. This month, credit risk is elevated but some positive surprises may be possible.
In the newly published special report from Structured Credit Investor (SCI), Mark Faulkner, co-founder, Credit Benchmark, investigates how Credit Consensus data can help support growth in SRT activity.
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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.
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