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Credit


How to Improve LGD: Unlocking the Generalized Area Under the Curve

It is difficult to gauge the performance of loss-given default (LGD) models, partly because it’s hard to discern the difference between estimated and realized LGD. But the generalized area under the...

Friday, January 14, 2022


U.S. Securities Industry Gets Behind Plan to Curtail Settlement Risk

Friday, December 3, 2021


The Changing Credit Risk Management Landscape at European Banks

Friday, November 12, 2021


Buy Side Faces Initial-Margin Bottleneck

Friday, November 12, 2021


What Time Is It? Practical Considerations for Risk Modelers

Friday, November 5, 2021

Trending Articles


The Changing Credit Risk Management Landscape at European Banks

Thanks to regulatory revisions, optimistic day-counting systems for loans are now a thing of the past, default reporting has improved and banks that...

Friday, November 12, 2021

What Time Is It? Practical Considerations for Risk Modelers

Credit risk modeling is an art that is heavily influenced by time horizons, forward-looking markets and the frequency of forecasts. Modelers who do...

Friday, November 5, 2021

U.S. Securities Industry Gets Behind Plan to Curtail Settlement Risk

DTCC envisions a two-year transition to T+1; same-day finality comes into focus

Friday, December 3, 2021

Buy Side Faces Initial-Margin Bottleneck

Many firms must act ahead of 2022 deadline to avoid potential loss of hedges

Friday, November 12, 2021

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Climate Risk: Short-Term and Long-Term Credit Consequences

Whether climate risk is actually a threat to financial stability has been a subject of ongoing debate. But a recent regulator-driven stress test has offered some clarity on this hot-button subject. A...

Friday, October 29, 2021

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Biggest U.S. Banks' SLRs Continue Trending Down

Friday, October 29, 2021


Model Risk: Why Size Matters for Banks

Friday, October 8, 2021


How Effective are Your Scenarios?

Friday, September 24, 2021

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