Credit

Credit Edge

The Changing Credit Risk Management Landscape at European Banks

Throughout 2021, European banks have devoted considerable time to reassessing and recalibrating their probability-of-default (PD) and loss-given-default (LGD) models. Consequently, irregularities in...

Friday, November 12, 2021

Collateral

Buy Side Faces Initial-Margin Bottleneck

Friday, November 12, 2021

Modeling Risk

What Time Is It? Practical Considerations for Risk Modelers

Friday, November 5, 2021

Risk Weighted

Climate Risk: Short-Term and Long-Term Credit Consequences

Friday, October 29, 2021

Capital

Biggest U.S. Banks' SLRs Continue Trending Down

Friday, October 29, 2021

Trending Articles

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

What Time Is It? Practical Considerations for Risk Modelers

Credit risk modeling is an art that is heavily influenced by time horizons, forward-looking markets and the frequency of forecasts. Modelers who do...

Friday, November 5, 2021

Buy Side Faces Initial-Margin Bottleneck

Many firms must act ahead of 2022 deadline to avoid potential loss of hedges

Friday, November 12, 2021

Climate Risk: Short-Term and Long-Term Credit Consequences

Undoubtedly, climate change has had, and will continue to have, profound effects on society, but the key question in financial services is how,...

Friday, October 29, 2021

Credit Edge

Model Risk: Why Size Matters for Banks

As a general rule, the bigger the bank, the more sophisticated its credit-risk models. But determining the size of a bank is very dependent on one's measurement approach. The same holds true, on a...

Friday, October 8, 2021