Whitepaper // No.7November 2016Transition Matrices Download the PDF “Crowd-Sourced Credit Transition Matrices“ The latest CECL and IFRS9 accounting rules require banks and corporates to estimate
The long-waited report The long-awaited report from the Bank for International Settlements (BIS) on the banking book risk weighted asset (RWA) comparison1 was published earlier
We’re looking for a seasoned, highly motivated Data Journalist to become our voice in credit-risk journalism.
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.
Credit Benchmark offers a smarter alternative.
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.
The financial world relies on countless risk decisions. Make them faster and more confidently with Credit Benchmark. Introducing CRI: Credit Risk Index 10 years of
This is the first joint update on the Significant Risk Transfer (SRT) market from Credit Benchmark and Oxane Partners. In this update, we examine key market developments and emerging trends across the SRT landscape, and analyze how investors can continue to execute, monitor, and manage SRT investments effectively amidst evolving market dynamics.
Credit Benchmark, in collaboration with Oliver Wyman, announced today the launch of IRB Nexus, an innovative credit analytics solution that helps banks enhance regulatory compliance of their internal ratings-based (IRB) models, specifically for low- and no-default portfolios.
IRB Nexus offers tailored analytics, early warning systems, and expanded modeling capabilities, helping banks manage risk and broaden lending opportunities.
Credit Benchmark and Oliver Wyman have collaborated to create IRB Nexus, a new European credit analytics solution. IRB Nexus combines Credit Benchmark’s bank risk data with Oliver Wyman’s credit risk analytics to enable an individual bank to better develop a risk model or demonstrate the robustness of its model’s assumptions to help satisfy regulatory requirements.
Oliver Wyman Partner Cem Dedeaga and Credit Benchmark CEO Michael Crumpler talked to Maike Wiehmeier, Oliver Wyman’s head of marketing acceleration, Europe, about the new solution.
Please complete the form below to arrange a demo.
