Measurement Of Sovereign Credit Quality
Executive Summary Sovereign credit crises tend to occur in waves and Sovereign credit quality measurement aims to identify the most vulnerable countries. Agency ratings
September 19, 2016
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
Credit Benchmark today announced the publication of their latest White Paper “Sovereign Credit Default Swaps and Consensus Credit Estimates”. The paper shows that consensus credit
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
New investment underlines support for credible and robust collaborative model in credit risk ratings globally Comprehensive data platform aggregates banks’ own estimates to provide independent,
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