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Feb 23, 2024 | Now that we've experienced a pandemic-driven recession, it seems as good a time as any to assess ...
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Feb 9, 2024 | European banks experienced record-breaking profitability and capitalization toward the end of last ...
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Jan 19, 2024 | Over the past year, European courts have been grappling with the way data privacy laws impact the ...
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
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
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
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
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Dec 15, 2023 | Earlier this year, during the regional banking crisis, the banks in the Federal Home Loan Bank ...
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Dec 8, 2023 | Trends in interest rates, deposit flows and loan demand have put a spotlight on banks’ balance ...