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 ...


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 ...

Trending Articles

How to Improve LGD: Unlocking the Generalized Area Under the Curve

Financial institutions can use the so-called gAUC metric to more accurately measure and enhance the performance of their loss-given default models....

Friday, January 14, 2022

Basel III: The Impact of the New Probability of Default Input Floor

PD reforms are on the horizon, but what are these regulatory-driven revisions, and how do their potential benefits measure up with their drawbacks?

Friday, February 11, 2022

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

2022 Stress Testing Expectations

The Fed’s CCAR stress-testing exercise for this year covers harsher economic conditions, but does not assume what would happen to loan defaults if...

Friday, March 4, 2022



Calculating the Capital Buffer in Volatile Times: How Much is Enough?

Sep 30, 2022 | The amount of capital that is needed for an institution to be resilient through the rough times, ...



Are CECL and IFRS 9 Reasonable and Supportable?

Sep 23, 2022 | CECL and IFRS 9, a pair of next-generation accounting standards, were supposed to provide a ...


Model Validation: Dissecting the Boundaries of a Rules-Based World

Sep 9, 2022 | Banks’ internal ratings-based (IRB) processes for validating credit risk models have historically ...


Multiple Credit Scores in Mortgage Lending: Understanding the Risks

Aug 26, 2022 | Expanding access to credit for millions of consumers with limited or no credit experience has been ...

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