Credit Risk IQ – In Depth
Download sample report What Do the Industry Reports Analyse? Credit Benchmark generates forward-looking analyses of default risk across 10,000+ industry reports. These reports span various
June 5, 2024
Download sample report What Do the Industry Reports Analyse? Credit Benchmark generates forward-looking analyses of default risk across 10,000+ industry reports. These reports span various
Download sample report What Types of Analysis are Available? With 40+ banks regularly contributing their internal ratings to Credit Benchmark, the Credit Consensus Ratings (CCRs) are dynamic,
Assessing and monitoring geographic credit risk is an important part of managing credit risk across a portfolio. Download sample report Introduction Banks contributing their internal
A new SRT case study explores how projected default rates, derived from credit consensus data, can be used to manage portfolio risk and optimise trade structures.
Global transportation firms face higher risk of default if geopolitical tensions persist. Future credit trends for global transportation firms can appear months in advance in Credit Benchmark’s credit consensus dataset.
Default rates for US and UK Speculative Grade bonds are expected to rise each quarter to a peak in Q3 2024. This whitepaper expands on our recent US Default Rate Forecast, with the addition of UK Corporate default projections.
Default rates for US Speculative Grade bonds and Leveraged Loans are rising and expected to peak in Q2 2024. This whitepaper examines projected credit default rates for US issuers based on credit consensus data from global banks.
Commercial real estate investors and lenders are facing mounting losses if societal habits have changed for good in a post-COVID world, writes Sinead Cruise, Lucy Raitano and Lewis Jackson for Reuters, citing research from Credit Benchmark.
Investors in credit portfolios make extensive use of credit agency ratings and market-driven risk models. But some segments are faced with less visibility and a lack of public ratings, while credit portfolio management models are only as good as the credit risk data available to them. This paper reviews a data-driven framework for portfolio risk analysis and discusses practical applications of consensus credit risk estimates.
Bail-in bonds are a powerful extra prop for bank balance sheets in times of turmoil: AT1 bond issuers showed faster post-COVID credit recovery than most Global Systematically Important Banks, and the gap continues to widen.
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