Whitepapers
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.
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May Credit Update: Consensus Upgrades and Downgrades are in Balance
Credit Benchmark has published the latest monthly credit consensus data (from April 2019) based on contributions from 30+ financial institutions, covering over 27,600 separate legal
Point-in-Time PD Curves: IFRS9 / CECL Applications
In the era of increased regulatory scrutiny, banks and other lenders have a growing need for Point-in-Time default risk estimates to satisfy IFRS9 and CECL
Recent Trends in Sovereign Credit Risk
Sovereign credit risk is important: not only do changes in government borrowing rates affect public funding, these same rates impact investment portfolios broadly. Sovereign risks
Chinese Banks: Will Improving Credit Support Trade Pledges To The US?
The US-China trade talks this month could be critical to the global economic outlook for the next few years. One Chinese proposal is for a
Corporate & Financial Credit Trends in Bank-Sourced Data 2016-2018
The latest whitepaper from Credit Benchmark reports on major credit trends for the period 2016-2018. It covers the main industries in the US, UK and
Wholesale Credit Regulations: An Uneven Playing Field for All
The Basel 2017 reforms have highlighted transatlantic differences in the implementation of wholesale banking regulation. There exists a significant gap between banks in the US
