Whitepapers

CVA: Applications of Credit Consensus Ratings

May 27, 2025

Traditional CVA pricing often relies on incomplete or proxy data—especially for unrated or private counterparties—leading to inaccuracies in capital, risk, and pricing decisions.

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

Read More ➔

July 7, 2015

Credit Benchmark brings together internal credit risk views from over 40 leading global financial institutions. The contributions are anonymized, aggregated, and published in the form of consensus ratings and aggregate analytics to provide an independent, real-world perspective of credit risk. Risk and investment professionals at banks, insurance companies, asset managers and other financial firms use the data for insights into the unrated, monitoring and alerting within their portfolios, benchmarking, assessing and analyzing trends, and fulfilling regulatory requirements and capital.

Whitepapers

CVA: Applications of Credit Consensus Ratings

Sovereign Bond Risk Management

Want more exclusive credit risk insights? Subscribe to our monthly newsletter for email updates

Schedule a demo