Credit Benchmark Credit Consensus Ratings

Credit Consensus Ratings provide a unique measure of creditworthiness on 64,000+ counterparties and borrowers across corporates, financial institutions, and sovereign entities, based on inputs from 40+ leading global financial institutions, almost half of which are G-SIBs. Credit Benchmark receives a 1 year forward looking Probability of Default (PD) linked to the contributing banks’ internal rating. These PDs are averaged, to get the consensus opinion of the default risk of the counterparty in the next 12 months. The consensus PD is also mapped to a letter rating using a custom Credit Benchmark rating scale that has been calibrated using banks’ internal rating scales. Credit Consensus Ratings are supplemented by descriptive analytics that provide insights into the underlying credit views that make up the consensus. **Designed for** - Market participants such as: - Banks - Buy-side participants including asset managers and insurance companies - Finance and treasury departments of corporates and governments - Clearing houses and CCPs - Brokerage firms **Benefits**: - Unparalleled coverage of public and private issuers; filling the gaps left by traditional ratings agencies - Free from “issuer-pays” conflict of public ratings, and any bank bias - Driven by the credit views of 40+ of the world’s largest regulated banks, almost half of which are G-SIBs - The consensus is refreshed twice monthly to provide dynamic indicators of potential credit risk changes - Alerting and monitoring allows users to assess risk over the lifetime of a transaction - A unique growing global dataset **Data details**: - Credit Consensus Ratings on 64,000+ entities globally - Credit Consensus Ratings coverage across Corporates, Financials, Funds and Sovereigns - Updated twice monthly - Time series data available from 2015 - Price: POA

搜集汇总

背景与挑战

背景概述

该数据集提供基于40多家全球金融机构输入的信用共识评级，覆盖超过64,000个公司、金融机构和主权实体，通过平均一年期违约概率来评估信用风险，并映射到自定义评级等级。评级每月更新两次，数据从2015年开始，旨在服务银行、资产管理公司等市场参与者，具有无利益冲突、覆盖广泛等优势。