Credit

Economic Capital: The Power of Diversification

Economic capital has always been a key measure of a bank’s solvency. But under Basel III, the set of international banking regulations that are scheduled for implementation next January, proper...

Friday, August 12, 2022

Modeling Risk

A Date with Destiny: The Importance of Demographics for Risk Modelers

Friday, August 5, 2022

Counterparty

SEC Approval Sets Stage for Central Clearing in Securities Finance

Friday, July 22, 2022

Credit Edge

The Problems with Ritualistic Risk Management

Friday, July 8, 2022

Modeling Risk

Let’s Get Real: Managing Consumer Credit Risk in a Time of Inflation

Friday, July 1, 2022

Trending Articles

How to Improve LGD: Unlocking the Generalized Area Under the Curve

Financial institutions can use the so-called gAUC metric to more accurately measure and enhance the performance of their loss-given default models....

Friday, January 14, 2022

Basel III: The Impact of the New Probability of Default Input Floor

PD reforms are on the horizon, but what are these regulatory-driven revisions, and how do their potential benefits measure up with their drawbacks?

Friday, February 11, 2022

The Changing Credit Risk Management Landscape at European Banks

Thanks to regulatory revisions, optimistic day-counting systems for loans are now a thing of the past, default reporting has improved and banks that...

Friday, November 12, 2021

2022 Stress Testing Expectations

The Fed’s CCAR stress-testing exercise for this year covers harsher economic conditions, but does not assume what would happen to loan defaults if...

Friday, March 4, 2022

Capital

Consumer Outlook: Continued Growth, or Putting on the Brakes?

While at the World Economic Forum meeting in Davos, Bank of America CEO Brian Moynihan expressed strong optimism about consumer spending going forward. Other observers view the consumer differently...

Friday, June 10, 2022