Menu

Credit

ARTICLE


Significant Risk Transfer Deals May Be Subsiding, but Supervisory Attention Is Not

May 9, 2025 | Following a meeting in March, the Basel Committee on Banking Supervision cited its ongoing work in ...

ARTICLE


IFRS 9 and Probability of Default: A Web of Confusion

Apr 11, 2025 | IFRS 9 rules for calculating the lifetime expected credit loss (ECL) continue to create confusion. ...

ARTICLE


Commercial Real Estate Gloom Is Dissipating – in Some Places

Mar 14, 2025 | Although U.S. commercial real estate is not out of the doldrums, the outlook has turned at least ...

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 ...

Trending Articles


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

Even after 40 years, the PD-LGD-EAD framework is still going strong – but models with more power and greater predictive accuracy are lurking. Though...

Friday, February 7, 2025

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

Synthetic Risk Transfers Draw Interest from U.S. Banks

More common in Europe until now, SRT deals can effectively off-load credit risks and help improve capital efficiency. But the pricing has to be right.

Friday, May 10, 2024

Probability of Default: How to Pass the Jeffreys Test and Improve Predictive Ability

To back-test PD and meet the European Central Bank's validation requirements for measurement of defaults, many banks use a predictive ability tool...

Friday, September 18, 2020

Advertisement

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 ...

Advertisement

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 ...

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 ...



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