Menu
ARTICLE
Mar 3, 2023 | Are we on the verge of another housing bubble, rife with spiraling prices? As we transition to a ...
ARTICLE
Jan 27, 2023 | The problems with credit loss-projection methodologies that rely on historical data have been ...
ARTICLE
Dec 2, 2022 | Catastrophe (cat) bond and insurance-linked securities (ILS) issuance appeared to be on its way to ...
Model Validation for Credit Risk: A Critical Deficiency in the Jeffreys Test
In credit-risk modeling, the most important test for calibration accuracy is the Jeffreys test. But this test has peculiarities that bring an innate...
Friday, May 13, 2022
The Expected Credit Losses Dilemma: Weighing IFRS 9’s “SICR”
Under IFRS 9, European banks today face a steep increase in their loan-loss provisions if it is determined at the time of financial reporting that...
Friday, October 21, 2022
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
Economic Capital: The Power of Diversification
As we speed toward the January 2023 deadline for Basel III implementation, the calculation of economic capital has become more important than ever....
Friday, August 12, 2022
Advertisement
ARTICLE
Oct 28, 2022 | The global economy is not yet in a recession, but things sure feel miserable. In the context of ...
ARTICLE
Oct 21, 2022 | In these volatile and unpredictable times, European banks continue to face a major obstacle in ...
•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2023 Global Association of Risk Professionals
More