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ARTICLE

ECB’s Shifting Perspective on Downturn LGD: Addressing the Timing Lag

Oct 24, 2025 | What was the European Central Bank thinking when they updated the ECB Guide to Internal Models in ...

ARTICLE

The Hidden Risks of Private Credit – and How to Spot Them

Oct 17, 2025 | Private credit has evolved from a niche alternative into one of the fastest-growing asset classes ...

ARTICLE

New Definition of Default: Unpacking the EBA Narrative

Aug 22, 2025 | The European Banking Authority (EBA) recently released a consultation paper regarding article 178 ...

ARTICLE

Hard Work Goes On Following the U.S. Treasury Clearing Deadline Delay

Aug 1, 2025 | Delayed deadlines for compliance with the Securities and Exchange Commission’s U.S. Treasury ...

ARTICLE

Rethinking Capital Management: Advice for Banks in a Time of Volatility and Uncertainty

Jul 11, 2025 | Challenged by heightened geopolitical risk and spurred by the pending finalization of Basel III, EU ...

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

IFRS 9 and Probability of Default: A Web of Confusion

The proper calculation of probability of default is crucial for European banks that need to comply with IRFS 9, the forward-looking financial...

Friday, April 11, 2025

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

ARTICLE

How Private Credit Is Filling the Gap in Real Estate Development Financing

Jun 20, 2025 | Securing financing for real estate development has become an uphill battle. With interest rates ...

ARTICLE

Addressing Geopolitical Risk Through Stochastic Matrices

Jun 13, 2025 | Last month, the European Banking Authority (EBA) issued a new report that sounded the alarm about ...

ARTICLE

Can Small Businesses Help Weather Global Trade Turbulence?

May 30, 2025 | When central bank governors and finance ministers convened in Washington, D.C., for the spring ...

ARTICLE

Liability Management Exercises Continue After Courts Have Had a Say

May 23, 2025 | The leveraged-loan restructurings known as liability management exercises (LMEs) climbed to record ...

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