Whitepapers

European Credit Risk: Divergence, Default Trends and Fiscal Resilience
European credit risk is diverging across countries and sectors. Credit Benchmark consensus data reveals 2026 default trends.
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Credit Portfolio Management
This report highlights some of the ways that Credit Benchmark clients are using proxy indices, transition matrices and correlation analytics to manage credit portfolio risks.

2026 Default Risk Outlook: G7 + China
Credit Benchmark’s 2026 G7 + China Default Outlook signals rising private corporate default risk amid slower global growth and tight funding conditions, while financial institutions remain more resilient across most markets.

Building Default Probability Term Structures From Credit Consensus Data
Build multi-year PD term structures from Credit Consensus Ratings using transition matrices for CVA, pricing, and risk.

Discriminatory Power of Consensus Ratings
This analysis evaluates how Credit Benchmark’s Credit Consensus Ratings (CCR) compare to S&P Global Ratings in identifying default risk at the time of S&P’s default declarations.

Credit Spotlight on Global Insurance
As insurance companies operate in an increasingly volatile environment, where do the credit risks lie?

From Blind Spots to Strategic Insight: Mastering Private Credit Risks
Rising bond spreads will lift private credit spreads, requiring sharper borrower oversight – Credit Benchmark provides vital risk insight.