Point-in-Time PD Curves: IFRS9 / CECL Applications
In the era of increased regulatory scrutiny, banks and other lenders have a growing need for Point-in-Time default risk estimates to satisfy IFRS9 and CECL
May 7, 2019
In the era of increased regulatory scrutiny, banks and other lenders have a growing need for Point-in-Time default risk estimates to satisfy IFRS9 and CECL
Global Oil Sector: Credit Trends May 2017Oil and Gas Industry Trends Executive Summary Download the PDF “Oil and Gas Industry Trends” This paper uses bank-sourced
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Whitepaper // No.7November 2016Transition Matricesmary › Credit Benchmark crowd-sourced credit data is updated monthly and based on more than 250,000 obligors.› Expert bank credit
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
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.
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