Whitepapers
2024/25 Default Risk Outlook: UK Industries
Credit Benchmark’s new 2024/25 Default Risk Outlook for UK Industries predicts UK default risks to plateau in next 12 months; Basic Materials, Telecoms and Technology predicted to show >10% increase in default risk by Q2 2025.
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Sub-Custodians: Networks Reveal Credit Risk
The increasing complexity of global sub-custodial networks means less clarity about where an asset is held – and the credit risk of the legal entity holding it. A new whitepaper by Credit Benchmark maps this interconnectivity and sheds light on hidden potential credit risks within these networks.
The Creditworthiness of CCPs and the Global Clearing Member Network
This whitepaper examines the complex interconnected nature of the “CCP Network” – Central Counterparties, their clearing members, and the underlying clients of these members – and looks at the potential application of Consensus credit data to help bring transparency and alignment to the network.
Review of 2019 Credit Trends
This report uses bank-sourced credit risk assessments to show how 2019 unfolded in some key geographies and industries – assessments which, crucially, are based on actual expected default frequencies. By reviewing the year that was in credit risk, we can grasp some clues as to how the 2020 narrative may play out.
Consensus Sovereign Credit Data and Tradeable Anomalies in Government Bond Prices
Credit Benchmark’s latest whitepaper explores how consensus credit risk data can potentially be used in identifying tradeable short-to medium-term anomalies in Government bond prices.
July Credit Update: Consensus Upgrades and Downgrades are in Balance
Download PDF Credit Benchmark has published the latest monthly credit consensus data (from June 2019) based on contributions from 40+ financial institutions, covering 50,000 separate
July Credit Consensus Indicators (CCIs) – US, UK and EU Industrials
Credit Benchmark have released the July Credit Consensus Indicators (CCIs). The CCI is an index of forward-looking credit opinions for US, UK and EU Industrials
