FTSE100 Credit Risk Steadily Increased In Q2 And Q3
The FTSE100 has gained around 10% since the Brexit vote. This is driven in part by Sterling weakness, which has brought an immediate currency translation
November 18, 2016
The FTSE100 has gained around 10% since the Brexit vote. This is driven in part by Sterling weakness, which has brought an immediate currency translation
We have just published credit data for September, with 11 contributor banks now providing crowd-sourced credit views CBCs* on more than 6,000 separate legal entities.
This blog discusses the scale of the global pension funding crisis and highlights the risk to Sovereign credit ratings. This week the main holders of
The Southeast U.S.A. is in the middle of its annual hurricane season. In this blog, we look at the impact that a severe hurricane could
The main rating agencies have so far been unanimous in their credit opinion of the Australia Government; they have all assigned the equivalent of a
The UK referendum decision to leave the EU may have taken markets and betting exchanges by surprise, but Credit Benchmark data shows that IRB banks
The Basel Committee on Banking Supervision is proposing significant changes to the use of internal risk models by IRB banks, and the final date for
If the Basel Committee on Banking Supervision implements its March 2016 proposals this year, banks will need to expand their historical default datasets in order to
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
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
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