US Corporate Credit Deteriorated Last Year
The U.S. Federal Reserve started the long process of normalizing interest rates in late 2015. But with the US economy growing by a lacklustre 1.6%
January 10, 2017
The U.S. Federal Reserve started the long process of normalizing interest rates in late 2015. But with the US economy growing by a lacklustre 1.6%
For CECL and IFRS9 accounting, the choice of credit transition matrix and default probabilities is crucial and may have a significant impact on the final
Banks are gearing up for major accounting changes over the next few years. Credit risk and modelling teams are now working with accounting policy divisions
Executive Summary Sovereign credit crises tend to occur in waves and Sovereign credit quality measurement aims to identify the most vulnerable countries. Agency ratings
Poland’s credit standing is going down while Belgium’s rises. The divergence is mostly political. Poland’s economy is healthy and debts are low but the ruling
Sovereign credit ratings have been buoyed up for years by the belief that no matter how much governments actually borrowed, they were committed to coming
The UK’s currency remains very volatile post-Brexit, but may be recovering. The country’s credit rating may suffer more permanent damage. As yet, the credit world
This blog reports on the volatility of credit estimates measured by Credit Benchmark, compared with equity market volatility measured by the CBOE Volatility Index (the
The 2016 EU-wide stress test results covering 51 banks were published last week. Credit Benchmark data shows a clear relationship between risk and CET 1
The Basel Committee on Banking Supervision recently published wide-reaching proposals for reducing variation in Credit Risk Weighted Assets, with a call for responses by the
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