Risk.Net: Falling Default Risk For China’s Banks
On London’s Shaftesbury Avenue, a chain of red lanterns hangs outside a branch of the Bank of China, marking the transition to the Year of
February 8, 2019
On London’s Shaftesbury Avenue, a chain of red lanterns hangs outside a branch of the Bank of China, marking the transition to the Year of
“The U.K. is due to leave the European Union in less than a year, but hasn’t agreed on just how do it. And that could be
This paper examines the use cases for Credit Benchmark’s Consensus Probabilities of Default (Consensus PDs), in the context of more established indicators of Sovereign Default
European credit risk is diverging across countries and sectors. Credit Benchmark consensus data reveals 2026 default trends.
Credit losses are forecasted to increase 7.5% in 2026. Your probability of default modeling must catch deteriorating credits before they default, cover the 90% of
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.
SR 26-2 has drawn a mostly positive reaction, with some practitioners viewing it as easier to implement than SR 11-7. That’s a fair read given
Private credit is now one of the biggest pools of capital in finance. By the end of this decade, it’s predicted to hit $5 trillion,
Standard credit risk analysis industry practices work great for public counterparties, with a rating to anchor to, financials to feed the model, and a market
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