ARTICLE
Jul 3, 2024 | Results of the Federal Reserve’s annual bank stress test, released at the end of June, showed that ...
ARTICLE
Jun 14, 2024 | The link between banking system performance and the outlook for commercial real estate (CRE) is ...
ARTICLE
Jun 7, 2024 | For many years, in the aftermath of the global financial crisis (GFC), a stigma was attached to ...
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
May 10, 2024 | Grappling with high interest rates and related balance-sheet management issues, U.S. banks are ...
ARTICLE
May 3, 2024 | On April 1, 2020, amid the pandemic slowdown and deteriorating liquidity conditions in the U.S. ...