In the Press

Structured Credit Investor: New Report Sheds Light on Post Covid Correlations

Though credit correlations have become more positive after the coronavirus pandemic, they've been dropping since late 2021. Nevertheless, challenges in achieving portfolio diversification are much more acute in the post-Covid period, writes Stelios Papadopoulos for Structured Credit Investor,

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November 24, 2022

Global Association of Risk Professionals [GARP]: Capital Rules in EU Could Affect Securities Lending Elsewhere

U.S. market participants, already facing tough requirements, may find some relief, writes John Hintze at Global Association of Risk Professionals, citing research from Credit Benchmark.

October 13, 2022

Professional Pensions: 40% of DB Schemes ‘May Have Sponsor Credit Issues’

Nearly 40% of sponsors have significantly lower credit ratings than their pension schemes, which increases the likelihood of those funds being forced to rely on asset sales in the liability-driven investment (LDI) crisis, writes Stephanie Baxter at Professional Pensions, citing research from Credit Benchmark.

September 21, 2022

The Trade: Securities Lending Reg Reforms Could Hike European Buy-Side Trading Costs by €40 Billion, Report Finds

Trading costs for the European buy-side could be set to hike up by up to €40 billion due to new securities lending regulation, writes Annabel Smith at The Trade, citing research from Credit Benchmark.

September 6, 2022

Securities Finance Times: Basel Changes Could Trigger 35% Decline in Sec Lending Income for Europe’s Buy-Side

Securities lending indemnification is mispriced, subsidised by the agent providers and not all it’s cracked up to be as a risk mitigant, according to Credit Benchmark’s co-founder Mark Faulkner. He talks to Bob Currie of Securities Finance Times about how to reset the economics of the agency lending market.

August 3, 2022

Securities Finance Times: Rethinking the Economics of Indemnification

Securities lending indemnification is mispriced, subsidised by the agent providers and not all it’s cracked up to be as a risk mitigant, according to Credit Benchmark’s co-founder Mark Faulkner. He talks to Bob Currie of Securities Finance Times about how to reset the economics of the agency lending market.

July 20, 2022

Structured Credit Investor: Credit Benchmark Publishes Innovative CRT Report

Credit Benchmark have published a report that introduces a novel approach to portfolio selection and risk assessment in capital relief trades, writes Stelios Papadopoulos for Structured Credit Investor

March 3, 2022

Credit Benchmark Has Joined The World Economic Forum’s Global Innovators Community

Credit Benchmark is delighted to announce that it has joined the World Economic Forum’s Global Innovators community. The Global Innovators Community is a group of the world’s most promising start-ups and scale-ups that are at the forefront of technological and business model innovation.

January 14, 2022

Bank Policy Institute: Consistency in Risk Weights for Corporate Exposures Under the Standardized Approach

In recent joint research, the Bank Policy Institute and Credit Benchmark show that using internal ratings in the revised standardized approach for corporate exposures would lead to a limited systematic variation in risk weights.

December 23, 2021

Financial Times: Data Drill

ESG scores are driving credit differences between oil and gas companies, as noted in the Financial Times’ ‘Energy Source’ newsletter, citing research conducting by Credit Benchmark and Moody’s.

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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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