Menu
ARTICLE
Aug 2, 2024 | The drive to increase the discriminatory power of a model is like the search for the Holy Grail for ...
ARTICLE
Jul 19, 2024 | “Happy families are all alike; every unhappy family is unhappy in its own way,” reads the opening ...
ARTICLE
Jul 3, 2024 | Results of the Federal Reserve’s annual bank stress test, released at the end of June, showed that ...
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
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
Probability of Default: The Pluses and Minuses of Transition Matrices
To forecast potential changes in portfolio probability of default, credit risk professionals often rely on transition matrices that don't tell the...
Friday, August 13, 2021
Advertisement
ARTICLE
May 17, 2024 | Scenario analysis has taken center stage in the 15 years since the global financial crisis (GFC). ...
ARTICLE
May 17, 2024 | The European banking sector is on the verge of a substantial transformation, with the impending ...
•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2024 Global Association of Risk Professionals
More
