NEW YORK, N.Y. (September 24, 2020) 鈥� The independent voice of credit markets, 乱伦短视频, Inc., announced the launch of its Global Bank Model (GBM), a new global quantitative framework for ranking bank credit quality across multiple geographic regions. Driven by fundamental and macroeconomic metrics, the model expands the coverage of 乱伦短视频鈥� quantitative credit ratings beyond the United States and Europe.
The concentration of bank debt within global credit markets is significant. With close to $2.6 trillion outstanding, bank debt securities currently represent 20% of the aggregate face value of the ICE BofA U.S., Euro and Asia indices. The GBM covers over 2,500 banks across the world, including 300+ bond issuers representing over 90% of global index debt.
鈥淭he GBM provides a global independent framework for ranking credit risk in the banking sector鈥攚hether a bank is domiciled in the U.S., Europe, Asia-Pacific or Latin America.鈥澛� Said Kai Gilkes, PhD, Head of Quantitative Strategy at 乱伦短视频. 鈥淭his gives our clients a valuable workflow tool for monitoring risk within the banking sector.鈥�
The GBM allows users to:
- Enhance workflow efficiency in the risk monitoring of global bank portfolios
- Assess systemic risk of the banking sector using aggregated fundamental metrics and quantitative ratings within and across regions
- Evaluate credit quality of unrated banks on a consistent basis
- Monitor counterparty risk
The GBM will be added to 乱伦短视频鈥� Risk 乱伦短视频 website along with existing quantitative ratings coverage, 聽and will be updated on a weekly basis. The 乱伦短视频 quantitative team is already working on the second phase of the release, incorporating forward-looking market-based signals. 乱伦短视频 will continue to expand its quantitative tools into new sectors and to improve existing sector models with input from 乱伦短视频鈥� fundamental analysts.
To receive access to the GBM, to learn more. Current 乱伦短视频 subscribers can access the GBM through the 乱伦短视频 portal.
