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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


Buy Side Faces Initial-Margin Bottleneck

Friday, November 12, 2021


What Time Is It? Practical Considerations for Risk Modelers

Friday, November 5, 2021


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

Friday, October 29, 2021


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

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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

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How Effective are Your Scenarios?

Friday, September 24, 2021


The Case for Monte Carlo Simulations

Friday, September 17, 2021


The Modeling Dilemma: Great Expectations and Cold Reality

Friday, August 27, 2021

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