CVA: Applications of Credit Consensus Ratings
Traditional CVA pricing often relies on incomplete or proxy data—especially for unrated or private counterparties—leading to inaccuracies in capital, risk, and pricing decisions.
May 27, 2025
Traditional CVA pricing often relies on incomplete or proxy data—especially for unrated or private counterparties—leading to inaccuracies in capital, risk, and pricing decisions.
Richard Berner, former Director of the Office of Financial Research and Co-Director of NYU’s Volatility and Risk Institute, speaks to Credit Benchmark’s Christa Ancri on navigating systemic fragility, trade shocks, and the evolving role of credit risk in building a more resilient financial system.
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Rising default risks and credit divergence signal a potential shakeout in the tech sector amid volatile returns and shifting global dynamics.
The global credit outlook is deteriorating for a range of industries as international trade confrontation heats up, according to a study by Credit Benchmark.
This is the first joint update on the Significant Risk Transfer (SRT) market from Credit Benchmark and Oxane Partners. In this update, we examine key market developments and emerging trends across the SRT landscape, and analyze how investors can continue to execute, monitor, and manage SRT investments effectively amidst evolving market dynamics.
Rising defense budgets and investment in new technologies are seeing a boost to the credit quality of global aerospace and defense firms. Credit Benchmark reviews recent credit trends in the industry.
The SRT market is large, growing, and complex. Learn how SRT investors are leveraging Credit Benchmark’s bank-sourced default risk estimates to evaluate these transactions, manage portfolio risk and optimize swap structures.
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Credit Benchmark brings together internal credit risk views from over 40 leading global financial institutions. The contributions are anonymized, aggregated, and published in the form of consensus ratings and aggregate analytics to provide an independent, real-world perspective of credit risk. Risk and investment professionals at banks, insurance companies, asset managers and other financial firms use the data for insights into the unrated, monitoring and alerting within their portfolios, benchmarking, assessing and analyzing trends, and fulfilling regulatory requirements and capital.
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