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Aug 16, 2024 | Model-based risk assessments are at the heart of several current industry initiatives that have ...
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Aug 2, 2024 | The drive to increase the discriminatory power of a model is like the search for the Holy Grail for ...
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Jul 19, 2024 | “Happy families are all alike; every unhappy family is unhappy in its own way,” reads the opening ...
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
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
Private Credit Moves In on Traditional Loan Channels, and Regulators Are Watching
The segment remains small relative to total debt and the economy, but the risks of contagion and banking instability cannot be ruled out.
Friday, March 22, 2024
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Jun 7, 2024 | For many years, in the aftermath of the global financial crisis (GFC), a stigma was attached to ...
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May 17, 2024 | Scenario analysis has taken center stage in the 15 years since the global financial crisis (GFC). ...