Credit Benchmark

South Africa credit risk is improving. Consensus data from leading local and global banks reveals 2026 sector credit trends. The post South Africa Credit Risk: Resilience and Recovery appeared first on Credit Benchmark .

Bank of England research signals a shift to private credit — see why forward-looking counterparty data now matters more than ratings. The post Why Forward-Looking Credit Data Matters for Monitoring Non-Bank Financial Risk appeared first on Credit Benchmark .

Bank-sourced credit data across 10 AI-exposed sectors, from chipmakers to call centers, showing where default risk is rising or falling. The post AI Winners & Losers: A Segment-by-Segment Credit Review appeared first on Credit Benchmark .

When there's no CDS curve or traded bond, desks price counterparties blind. See how consensus credit data closes that gap and prevents mispricing. The post Pricing Counterparty Credit Where No Market Signal Exists appeared first on Credit Benchmark .

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 the real flexibilities built into the updated guidance: A narrower definition of what counts as a model Validation cycles set by materiality rather than the calendar Independence is judged by […] The post Meeting SR 26-2’s Demonstrable Evidence Standard fo…

The biggest challenge credit practitioners face when operationalizing IFRS 9 into an auditable ECL model is typically the input that carries the most weight: PDs. It drives the ECL calculation and draws scrutiny for three key reasons: Circularity. The standard route starts with IRB estimates, then adjusts and validates them internally. Though technically sound, it […] The post IFRS 9 Implementati…

The biggest challenge credit practitioners face when operationalizing IFRS 9 into an auditable ECL model is typically the input that carries the most weight: PDs. It drives the ECL calculation and draws scrutiny for three key reasons: Circularity. The standard route starts with IRB estimates, then adjusts and validates them internally. Though technically sound, it […] The post IFRS 9 Implementati…

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, with the corporate segment alone expected to roughly double over the next five years. And, driven by a pursuit of high yields, flexible terms, and quicker execution, the number of […] The post Private Credit Risk Management: 6 Challenges and How Risk Teams Tackle The…

Bank of England research uses Credit Benchmark's consensus PD data to map non-bank default risk across UK markets, revealing hedge funds — especially offshore — as the key driver of rising risk. The post Bank of England: From Mayfair to the Caymans: mapping and quantifying non-bank default risk in UK markets appeared first on Credit Benchmark .

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 price to check it against, but fail for private unrated counterparties, which lack those.  An internal model still returns a PD and a CCF, but there’s no external opinion to […] The post Modern Credit Risk Analysis: Assessing Every Rated and…

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 price to check it against, but fail for private unrated counterparties, which lack those.  An internal model still returns a PD and a CCF, but there’s no external opinion to […] The post Modern Credit Risk Analysis: Assessing Every Rated and…

Download PDF Actionable insights from the collective credit intelligence of the world’s leading financial institutions. Introduction: A Consensus View of European Credit Risk Understanding credit risk in Europe increasingly requires a different lens – one that goes beyond traditional indicators to incorporate more forward-looking signals. The perspectives of lenders and investors with direct expo…

EquiLend and Credit Benchmark today announced a partnership to integrate Credit Benchmark's consensus credit ratings into EquiLend's Onboard+ platform. The post EquiLend and Credit Benchmark Partner to Embed Consensus Credit Ratings in Onboard+ appeared first on Credit Benchmark .

Credit Benchmark today announced the appointment of Piers MacWhannell as Global Head of Partnerships. The post Credit Benchmark Appoints Piers MacWhannell as Global Head of Partnerships appeared first on Credit Benchmark .

See how Credit Benchmark's enhanced API makes it easier to embed credit risk insights into onboarding, monitoring, and reporting workflows. The post Webinar: Accelerate Credit Risk Insights With Credit Benchmark’s Enhanced API Workflows appeared first on Credit Benchmark .

Discover how Credit Benchmark helps insurers monitor credit risk with consensus-based PD data from 40+ global banks. Enhance your underwriting today. The post Enhanced Credit Risk Monitoring for Insurers appeared first on Credit Benchmark .

Italian credit outlook 2026: corporates outperform global peers, but High Yield industrials and southern regions show rising stress. The post Italian Credit Resilience Tested by Geopolitical and Regional Stress appeared first on Credit Benchmark .

At some point during Current Expected Credit Losses (CECL) exam preparation, most model risk and validation teams hit the same wall. The DCF logic holds, the segmentation is defensible, and the documentation passes initial review. The exposure surfaces when the examiner asks what external data supports PD assumptions for the unrated portion of the commercial […] The post CECL Model Validation: Ho…

Private credit is booming — but can institutions keep pace with the risk? New research from Credit Benchmark explores the visibility gap. The post The Growing Blind Spot in Private Markets appeared first on Credit Benchmark .

When a new SRT deal tape arrives, the first instinct is to pull credit data on the underlying pool. For most of the names on the tape, that search returns no results. SRT reference pools are dominated by private, mid-market corporate borrowers that traditional rating agencies, such as S&P, Moody’s, and Fitch, don’t cover and […] The post Significant Risk Transfer: Structures, Disclosure, and Borr…