Blue chip and Credit Benchmark: Difference between pages
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imported>Administrator (CSV import) |
imported>Doug Williamson (Create page. Sources: linked pages, Credit Benchmark webpage https://www.creditbenchmark.com/contribute/) |
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''Credit risk - creditworthiness''. | |||
Credit Benchmark is a privately owned company that measures the creditworthiness of a large number of entities, most of which do not have a traditional credit rating. | |||
:<span style="color:#4B0082">'''''Data sources'''''</span> | |||
:"Regulatory changes have led to the world’s major banks essentially creating their own micro credit rating agencies... | |||
:The [anonymised] data collected from contributors is a specific measure of credit risk: a one-year, forward-looking Probability of Default (PD) and forward-looking senior unsecured Loss Given Default (LGD)... | |||
:Contributors have a strong incentive to ensure the accuracy of each PD and LGD, which are used in their regulatory submissions, leading to a credible market view of credit risk." | |||
:''Credit Benchmark webpage. Accessed June 2020.'' | |||
== See also == | == See also == | ||
* [[ | * [[Credit rating]] | ||
* [[Credit rating agency]] | |||
* [[Credit risk]] | |||
* [[Credit rating]] | |||
* [[Creditworthiness]] | |||
* [[Investment grade]] | |||
* [[Loss Given Default]] | |||
* [[Probability of Default]] | |||
* [[Regulation]] | |||
[[Category:The_business_context]] | |||
[[Category:Corporate_finance]] | |||
[[Category:Investment]] | |||
[[Category:Long_term_funding]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
[[Category:Financial_products_and_markets]] | |||
[[Category:Liquidity_management]] | |||
Revision as of 20:43, 20 June 2020
Credit risk - creditworthiness.
Credit Benchmark is a privately owned company that measures the creditworthiness of a large number of entities, most of which do not have a traditional credit rating.
- Data sources
- "Regulatory changes have led to the world’s major banks essentially creating their own micro credit rating agencies...
- The [anonymised] data collected from contributors is a specific measure of credit risk: a one-year, forward-looking Probability of Default (PD) and forward-looking senior unsecured Loss Given Default (LGD)...
- Contributors have a strong incentive to ensure the accuracy of each PD and LGD, which are used in their regulatory submissions, leading to a credible market view of credit risk."
- Credit Benchmark webpage. Accessed June 2020.
