Whitepapers
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.
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Impact Of BCBS Proposals On IRB Banks
The Basel Committee on Banking Supervision recently published wide-reaching proposals for reducing variation in Credit Risk Weighted Assets, with a call for responses by the
Sovereign Default Risk In Developing Economies
This paper examines the use cases for Credit Benchmark’s Consensus Probabilities of Default (Consensus PDs), in the context of more established indicators of Sovereign Default
Introduction For Credit Portfolio Managers
Credit Benchmark is a market-led response to three of the most critical issues facing credit risk professionals: 1) The need to improve credit risk management through
Sovereign Bond Risk Management
In the current low yield environment, many Sovereign bonds issued by different countries are priced at similar levels. However, this report demonstrates that default probability
