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Rethinking Capital Management: Advice for Banks in a Time of Volatility and Uncertainty

Jul 11, 2025 | Challenged by heightened geopolitical risk and spurred by the pending finalization of Basel III, EU ...

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How Private Credit Is Filling the Gap in Real Estate Development Financing

Jun 20, 2025 | Securing financing for real estate development has become an uphill battle. With interest rates ...

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Addressing Geopolitical Risk Through Stochastic Matrices

Jun 13, 2025 | Last month, the European Banking Authority (EBA) issued a new report that sounded the alarm about ...

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Can Small Businesses Help Weather Global Trade Turbulence?

May 30, 2025 | When central bank governors and finance ministers convened in Washington, D.C., for the spring ...

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Liability Management Exercises Continue After Courts Have Had a Say

May 23, 2025 | The leveraged-loan restructurings known as liability management exercises (LMEs) climbed to record ...

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Credit Risk Measurement: Alternatives for PD-LGD-EAD on the Horizon?

Even after 40 years, the PD-LGD-EAD framework is still going strong – but models with more power and greater predictive accuracy are lurking. Though...

Friday, February 7, 2025

Stress Testing: A Practical Guide

Banks and regulators remain committed to stress testing. What are the different types of tests and approaches, and what elements are necessary to...

Friday, January 31, 2020

IFRS 9 and Probability of Default: A Web of Confusion

The proper calculation of probability of default is crucial for European banks that need to comply with IRFS 9, the forward-looking financial...

Friday, April 11, 2025

Probability of Default: How to Pass the Jeffreys Test and Improve Predictive Ability

To back-test PD and meet the European Central Bank's validation requirements for measurement of defaults, many banks use a predictive ability tool...

Friday, September 18, 2020

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ARTICLE

To Model or Not to Model?

May 16, 2025 | Whenever a bank considers the construction or purchase of a new model, the first decision they must ...

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Trade Wars Should Motivate Banks to Rethink Credit Risk Management

May 16, 2025 | Barriers to trade have many repercussions in the real economy, including price hikes, rising ...

ARTICLE

Significant Risk Transfer Deals May Be Subsiding, but Supervisory Attention Is Not

May 9, 2025 | Following a meeting in March, the Basel Committee on Banking Supervision cited its ongoing work in ...

ARTICLE

IFRS 9 and Probability of Default: A Web of Confusion

Apr 11, 2025 | IFRS 9 rules for calculating the lifetime expected credit loss (ECL) continue to create confusion. ...

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