Search Results for: correlation – Page 3

Managing Credit Portfolio Default Risk with Credit Rating Transition Matrices

A credit rating transition matrix shows, for a group of companies, the proportion that migrate from one credit rating category to another over a set time period. For example it could show the proportion of firms with rating AA that migrate to AAA, A, BBB, BB, B and C, plus those that remain in the AA rating category, in the course of a single year. For some use cases, it also includes a Default column to show the proportion of firms that default.

Read More »

Products – Products & Tools

Credit Risk Solutions Credit Benchmark’s credit risk solutions give financial institutions a data-driven view of credit risk, delivering unparalleled coverage, granularity, and actionable insights to

Read More »

Credit Spotlight on Global Credit Cycles

Credit Benchmark’s consensus dataset reflects historical economic upheaval through clear global credit cycles. Sector-level “leaders and laggards” within a cycle can be used in portfolio management to model transition matrix changes and provide valuable insights into the future credit profiles of sector exposures.

Read More »

Industry Credit Risk

Assessing and monitoring industry credit risk is a critical component of managing portfolio risk. ACCESS REPORTS Introduction Credit Benchmark Industry Schema In addition to their

Read More »

Webinar: Semi-Annual Client Forum

Credit Benchmark’s Client Forum Webinar is a deep dive into the world of consensus credit risk data and analytics. Topics covered include new client use cases, product development, analytics showcase and guest speakers from Bloomberg and Oliver Wyman.

Read More »

Schedule a demo

Please complete the form below to arrange a demo.

    By submitting this form you agree to Credit Benchmark’s
    Privacy Policy and Terms and Conditions.

    Subscribe to our newsletter

      By submitting this form you agree to Credit Benchmark’s
      Privacy Policy and Terms and Conditions.