Whitepapers
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.
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Measurement Of Sovereign Credit Quality
Executive Summary Sovereign credit crises tend to occur in waves and Sovereign credit quality measurement aims to identify the most vulnerable countries. Agency ratings
Sovereign Credit Default Swaps And Consensus Credit Estimates
This White Paper shows that consensus credit risk data sourced from IRB banks can be combined with market data to give realistic, indicative valuations for a
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
