How Generative AI Will Disrupt Credit Risk Modeling

Sep 1, 2023 | Generative AI has been a smash hit with consumers. Earlier this year, for example, OpenAI’s ChatGPT ...


Exhaustive Scenario Analysis: What Banks Can Learn From the Airline Industry’s Flight Simulations

Aug 25, 2023 | Extreme tail-risk events cannot be predicted, as demonstrated by the many unforeseen, rare or ...


Insurance Regulation Could Stymie Financing for Risky Companies

Aug 18, 2023 | Concerns are growing among lenders that regulatory initiatives at the National Association of ...


Traditional vs. Fixed Analysis: Weighing the Pros and Cons of An Alternative Approach to Scenario Design

Aug 4, 2023 | Imagine a world where risk modelers turn conventional wisdom upside down and use fixed economic ...


Collateral Management Technology Is Boosting Efficiency and Adding Strategic Value

Jul 21, 2023 | As financial transactions grow more sophisticated and complex, managing collateral extends beyond a ...

Trending Articles

The Expected Credit Losses Dilemma: Weighing IFRS 9’s “SICR”

Under IFRS 9, European banks today face a steep increase in their loan-loss provisions if it is determined at the time of financial reporting that...

Friday, October 21, 2022

When to Change IFRS 9 Scenario Weights for ECL: A Simple Rule

Financial institutions in Europe now employ a range of scenario-weighting approaches to estimate IFRS-9-compliant expected credit losses, with little...

Friday, March 10, 2023

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

SVB and Signature Bank: Risk Management Revelations

Recent bank collapses can be traced to their narrow-minded approach to stress testing and scenario analysis. What exactly went wrong at these...

Thursday, April 6, 2023



CECL and IFRS 9: Superior Risk Management or Psychological Ploy?

Jul 21, 2023 | By now, we all know the drill with respect to forecasting expected credit losses (ECL). When a ...



The Commercial Real Estate Dilemma and Its Impact on Bank Risk Management

Jul 14, 2023 | Now more than ever, banks need to bolster their commercial real estate (CRE) risk management ...


Foundation IRB: An Inferior Option for Credit Risk Modeling?

Jun 16, 2023 | Banks are going to be required to use the so-called foundation approach (F-IRB) to credit risk ...


Risk Modeling: What Can We Learn from the Rigor of Academics?

May 26, 2023 | In the post-COVID era, in the midst of a mini-banking crisis, we’re at something of a crossroads in ...

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