Credit ratings from the major agencies — Moody's, S&P, Fitch — are the most widely used risk signals in global finance. They are also notoriously slow to update, methodologically opaque, and subject to the conflicts of interest that come with an issuer-pays model. Credit Benchmark was founded in London in 2015 with a different approach: aggregate the internal credit assessments that major financial institutions make about their counterparties, anonymise them, and publish the consensus view as a continuous, data-driven credit signal. The result is a crowd-sourced credit intelligence product built from the actual risk views of the banks and asset managers who have the most at stake in getting credit assessment right. The platform covers hundreds of thousands of entities — corporates, financial institutions, sovereigns — many of which have no public rating at all. For institutional investors and risk managers navigating credit exposure in private markets or to unrated entities, that coverage fills a genuine gap. Credit Benchmark sits at an interesting intersection of data business, RegTech, and capital markets intelligence — a category that is growing in importance as the limitations of traditional ratings become harder to ignore.