Leveraging Credit Risk Indicators for Financial Stability and Supervision

As corporate leverage rises and global financial conditions become more volatile, central banks face increasing pressure to identify emerging credit vulnerabilities before they translate into broader financial stress. Traditional indicators such as credit ratings, CDS spreads and financial statement analysis are often backward-looking, time-consuming and limited in coverage—making it harder to detect early signs of deteriorating credit conditions. This webinar will explore how forward-looking credit risk indicators can enhance corporate sector monitoring and strengthen financial stability frameworks. By combining market-based signals with traditional data sources, central banks can gain earlier insight into changing credit conditions across sectors, firms and jurisdictions. Join this session to learn how supervisory and financial stability teams can strengthen credit risk surveillance with more timely, transparent and scalable data. In this webinar you will learn how to: • Identify early signs of corporate sector stress across industries and markets • Strengthen financial stability monitoring with forward-looking credit indicators • Enhance risk surveillance dashboards and policy reporting with more timely data