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
April 20, 2016
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
This analysis evaluates how Credit Benchmark’s Credit Consensus Ratings (CCR) compare to S&P Global Ratings in identifying default risk at the time of S&P’s default declarations.
Rising default risks and credit divergence signal a potential shakeout in the tech sector amid volatile returns and shifting global dynamics.
Credit Benchmark’s consensus credit data provides an unparalleled view of Italian default risk through a robust framework of over 3,700 credit risk aggregates covering more than 18,000 Italian corporates, financial institutions, and funds. This dataset spans 20 regions, 70+ sectors, and multiple credit categories and company sizes, with historical depth dating back to 2017.
The economic impact of Trump’s 2024 election victory will be far reaching. This report from Credit Benchmark draws on internal credit ratings collected from global banks to show default risk trends for sectors most likely to be affected.
Growing commodity exports may see African sovereign default risk improve by 10%+ in next year, according to Credit Benchmark’s credit risk forecast.
UK water firms are under scrutiny after the recent default of Thames Water owner Kemble; Credit Benchmark’s consensus risk data has been flagging problems in the water sector for some time. Default risk forecasts estimate that sector risk is set to rise by at least 10% in the next year, with potential to rise by as much as 20%.
US Commercial Real Estate continues to face challenges. According to Credit Benchmark, default risk for Industrial & Office REITs has jumped by 50% in the last 2 years and is projected to rise by at least another 30% this year.
This whitepaper uses default risk estimates from global banks to highlight potential fault lines embedded in the new Basel “Endgame” proposals.
Please complete the form below to arrange a demo.