Monitoring European credit spread dynamics and market liquidity pressures
Our credit risk desk continuously tracks the financial health of European corporate debt issuers, credit risk premium trends, and institutional lending policies.
Credit Spread Observatory · Debt Capital Markets · Paris
European credit market stress indicators
Three surveillance pillars for credit risk
Our monitoring matrix identifies early structural warnings preceding credit tightening cycles.
Spreads & Risk Premia
Decomposing spreads into liquidity components, pure default risk premia, and tax adjustments to identify arbitrage dislocations.
Maturity Wall Mapping
Mapping corporate bond and syndicated loan volume maturities over the next 36 months to evaluate systemic refinancing exposures.
Bank Lending Survey Dynamics
Tracking quarterly European Central Bank (ECB) lending surveys to assess credit underwriting tightening across European banks.
Explore our credit risk publications
Access our semi-annual deep dives, market studies, and quantitative working papers on corporate credit.