Many credit portfolio managers expect default rates – currently around 2% – to be sharply higher in 2023, but the scale of the increase is still a major unknown. A useful metric to anticipate rising defaults is credit volatility – if this trends higher, credit category transition rates will increase, including transitions into default.
Credit portfolio managers face spiking interest rates and rising defaults, and contagion from one sector to another is a major concern. Consensus credit aggregates show how credit risk correlations between sectors are changing.
Bank sentiment about the creditworthiness of their borrowers worsened in recent months after improvement earlier this year, according to Credit Benchmark’s new Credit Risk Index (CRI).
Model owners, validation teams, CROs, IFRS 9 stakeholders, and audit professionals face mounting pressure to demonstrate that credit risk models are accurate, defensible, and aligned
New monthly index delivers the definitive measure of credit quality trends among U.S. Private Corporates – filling a critical data gap for risk managers and investors.
Bank Credit Risk Management Strategic Risk Decisions with Credit Risk Management Solution for Banks book demo Why Credit Benchmark? 5x coverage. Faster Approvals. Stronger Oversight Credit
Recent banking failures around the globe have exposed fundamental weaknesses in how financial institutions manage counterparty credit risk: The 2022 UK Gilt liquidity crisis showed
Internal credit risk models remain essential, but they are no longer sufficient on their own. Today’s environment is marked by greater market volatility, increasing regulatory
Risk officers today are managing credit portfolios in an increasingly volatile market. Effective portfolio oversight requires forward-looking, consensus-based intelligence.
Credit risk is on the move, and not where you’d expect. Analysis of UK regional default risk shows sharp divergence across regions, sectors, and credit categories post-Covid.
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