When to Change IFRS 9 Scenario Weights for ECL: A Simple Rule

Mar 10, 2023 | European banks that must comply with the IFRS 9 financial reporting standard suffer today from a ...


Measuring and Modeling Residential Real Estate Risk in Unprecedented Times

Mar 3, 2023 | Are we on the verge of another housing bubble, rife with spiraling prices? As we transition to a ...


How to Model Forward-Looking Credit Risk

Jan 27, 2023 | The problems with credit loss-projection methodologies that rely on historical data have been ...


Catastrophe Risk Protection: Hurricane Ian Dislocates an Already Challenged Market

Dec 2, 2022 | Catastrophe (cat) bond and insurance-linked securities (ILS) issuance appeared to be on its way to ...


Two Regulators, Two Views: BCBS and ECB Offer Contrasting Perspectives on Bank Credit Risk

Nov 11, 2022 | In October, two regulatory studies of great interest to credit risk managers were published: the ...

Trending Articles

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



The Holiday Season Outlook for Credit Risk

Nov 4, 2022 | American consumers are the main pillar of support for both the U.S. and global economies. Indeed, ...



Economic Misery and Bank Financial Performance

Oct 28, 2022 | The global economy is not yet in a recession, but things sure feel miserable. In the context of ...


The Expected Credit Losses Dilemma: Weighing IFRS 9’s “SICR”

Oct 21, 2022 | In these volatile and unpredictable times, European banks continue to face a major obstacle in ...


Buy-Now-Pay-Later and Alternative Data Bring Disruption to Retail Credit

Oct 14, 2022 | Explosive growth in buy-now-pay-later programs is disrupting point-of-purchase consumer credit, in ...

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