Whitepapers

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.
FILTER:
ARCHIVES:
SEARCH:

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.

Evolving Opportunities in the SRT Market
This is the first joint update on the Significant Risk Transfer (SRT) market from Credit Benchmark and Oxane Partners. In this update, we examine key market developments and emerging trends across the SRT landscape, and analyze how investors can continue to execute, monitor, and manage SRT investments effectively amidst evolving market dynamics.

2025 Default Risk Outlook: G7 + China
Default risk for High Yield Corporates and Financials forecast to rise across all G7 + China economies in 2025 with exception of the US, according to Credit Benchmark’s Default Risk Outlook.