Economic capital has always been a key measure of a bank’s solvency. But under Basel III, the set of international banking regulations that are scheduled for implementation next January, proper...
Friday, August 12, 2022
Friday, August 5, 2022
Friday, July 22, 2022
Friday, July 8, 2022
Friday, July 1, 2022
How to Improve LGD: Unlocking the Generalized Area Under the Curve
Financial institutions can use the so-called gAUC metric to more accurately measure and enhance the performance of their loss-given default models....
Friday, January 14, 2022
Basel III: The Impact of the New Probability of Default Input Floor
PD reforms are on the horizon, but what are these regulatory-driven revisions, and how do their potential benefits measure up with their drawbacks?
Friday, February 11, 2022
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
2022 Stress Testing Expectations
The Fed’s CCAR stress-testing exercise for this year covers harsher economic conditions, but does not assume what would happen to loan defaults if...
Friday, March 4, 2022
While at the World Economic Forum meeting in Davos, Bank of America CEO Brian Moynihan expressed strong optimism about consumer spending going forward. Other observers view the consumer differently...
Friday, June 10, 2022
Friday, June 3, 2022
Friday, May 27, 2022
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