The COVID-19 crisis has highlighted how sensitive banks’ impairment numbers are to changes in the economy. In a new report, we use aggregated PIT PD curves to look at the impact COVID-19 has had on banks’ forecasts of credit risk and impairment.
In the era of increased regulatory scrutiny, banks and other lenders have a growing need for Point-in-Time default risk estimates to satisfy IFRS9 and CECL
Whitepaper // No.7November 2016Transition Matrices Download the PDF “Crowd-Sourced Credit Transition Matrices“ The latest CECL and IFRS9 accounting rules require banks and corporates to estimate
Banks are gearing up for major accounting changes over the next few years. Credit risk and modelling teams are now working with accounting policy divisions
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
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.
Please complete the form below to arrange a demo.
