Credit Volatility And The VIX
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
August 10, 2016
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,
In his recent book “The Social Life of Money,” Nigel Dodd, a professor at the London School of Economics, describes the work of Georg Simmel,
Credit Benchmark, a new startup that will provide aggregated analysis of trading firms’ proprietary credit ratings and risk assessments, has begun enlisting 10 early-stage contributors
Please complete the form below to arrange a demo.