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The Rise of Conjectural Risk Management

May 17, 2024 | Scenario analysis has taken center stage in the 15 years since the global financial crisis (GFC). ...

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Navigating the New Regulatory Landscape: How European Banks and Risk Managers Must Adapt

May 17, 2024 | The European banking sector is on the verge of a substantial transformation, with the impending ...

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Synthetic Risk Transfers Draw Interest from U.S. Banks

May 10, 2024 | Grappling with high interest rates and related balance-sheet management issues, U.S. banks are ...

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A New Look at the Supplementary Leverage Ratio

May 3, 2024 | On April 1, 2020, amid the pandemic slowdown and deteriorating liquidity conditions in the U.S. ...

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A Modest Suggestion to Improve Stress Testing

Apr 26, 2024 | Over the last 15 years, every stress testing issue that has cropped up has prompted precisely the ...

Trending Articles


How Generative AI Will Disrupt Credit Risk Modeling

Improved coding of PD, LGD and EAD models is one of the potential benefits of this innovative technology. How does this work, and what else can...

Friday, September 1, 2023

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

Stress Testing in 2024: Analyzing the Fed’s Newly Released Scenarios

The Federal Reserve this year requires banks to consider exploratory scenarios that factor in deposit runs and funding liquidity problems, among...

Friday, March 1, 2024

Probability of Default: The Pluses and Minuses of Transition Matrices

To forecast potential changes in portfolio probability of default, credit risk professionals often rely on transition matrices that don't tell the...

Friday, August 13, 2021

ARTICLE


The Budget Brain-Teaser: How to Optimize Capital

Apr 19, 2024 | Financial institutions annually go through a budget allocation process, with business heads ...

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When Insurance Becomes a Risk Factor

Apr 5, 2024 | If compound interest is humanity’s greatest invention, insurance may be a close contender. Today, ...

ARTICLE


The Data Conundrum for Risk Modelers

Mar 28, 2024 | Credit risk modelers today face a myriad of challenges, ranging from scenario analysis to ...

ARTICLE


The CRR3 Output Floor: A Strange Backstop for Credit Risk Measurement

Mar 22, 2024 | The latest update to the capital requirements regulation under Basel 3.1 reinforces the notion that ...



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