Menu

Credit

ARTICLE


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

Feb 7, 2025 | Probability of default (PD), loss-given default (LGD) and exposure at default (EAD) have been the ...

ARTICLE


Sovereign Exposures: Zero Reason for Zero Risk Weight

Jan 10, 2025 | Fueled by rampant geopolitical uncertainty, sovereign risk is on the rise in Europe. Policymakers ...

ARTICLE


Statistical Hypothesis Skepticism: Implications for Credit Risk

Nov 27, 2024 | Financial risk managers continue to rely heavily on statistical hypothesis testing in modeling and ...

ARTICLE


Debt Restructurings Ramp Up in Out-of-Court ‘LMEs’

Nov 15, 2024 | Deterioration of lender protections has combined with volatile economics to drive an increase in ...

ARTICLE


Charting the Future of Consumer Credit Risk

Nov 8, 2024 | Rising consumer debt and delinquency rates are worrying. Financial stress among consumers could ...

Trending Articles


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

Stress Testing in 2024: Analyzing the Fed’s Newly Released Scenarios

The Federal Reserve this year requires banks to consider exploratory scenarios that factor in deposit runs and funding liquidity problems, among...

Friday, March 1, 2024

Private Credit Moves In on Traditional Loan Channels, and Regulators Are Watching

The segment remains small relative to total debt and the economy, but the risks of contagion and banking instability cannot be ruled out.

Friday, March 22, 2024

How Generative AI Will Disrupt Credit Risk Modeling

Improved coding of PD, LGD and EAD models is one of the potential benefits of this innovative technology. How does this work, and what else can...

Friday, September 1, 2023

Advertisement

ARTICLE


The ECB’s Paper on Novel Risks and IFRS 9 Overlays: A Missed Opportunity

Sep 13, 2024 | Banks are continuously confronted with new risks that require evaluation. It is, however, quite ...

Advertisement

ARTICLE


How Would You Like Your Model-Based Financial Disclosures?

Aug 16, 2024 | Model-based risk assessments are at the heart of several current industry initiatives that have ...

ARTICLE


Credit Modeling: How to Improve Discriminatory Power

Aug 2, 2024 | The drive to increase the discriminatory power of a model is like the search for the Holy Grail for ...

ARTICLE


The Stress Testing Road Ahead: How to Prevent Future Bank Failures

Jul 19, 2024 | “Happy families are all alike; every unhappy family is unhappy in its own way,” reads the opening ...



We are a not-for-profit organization and the leading globally recognized membership association for risk managers.

weChat QR code.
red QR code.

BylawsCode of ConductPrivacy NoticeTerms of Use © 2024 Global Association of Risk Professionals