Menu

Credit

ARTICLE

The Stress Testing Road Ahead: How to Prevent Future Bank Failures

Jul 19, 2024 | “Happy families are all alike; every unhappy family is unhappy in its own way,” reads the opening ...

ARTICLE

The Budget Brain-Teaser: How to Optimize Capital

Apr 19, 2024 | Financial institutions annually go through a budget allocation process, with business heads ...

ARTICLE

Stress Testing in 2024: Analyzing the Fed’s Newly Released Scenarios

Mar 1, 2024 | Spurred in part by last year’s regional bank failures, the Federal Reserve has added two ...

ARTICLE

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 ...

ARTICLE

Stress Testing and Scenario Analysis: The Customization Challenge

Apr 28, 2023 | What’s the best approach for assessing a bank’s capital and liquidity adequacy? Moreover, what ...

Trending Articles

Credit Risk Measurement: Alternatives for PD-LGD-EAD on the Horizon?

Even after 40 years, the PD-LGD-EAD framework is still going strong – but models with more power and greater predictive accuracy are lurking. Though...

Friday, February 7, 2025

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

IFRS 9 and Probability of Default: A Web of Confusion

The proper calculation of probability of default is crucial for European banks that need to comply with IRFS 9, the forward-looking financial...

Friday, April 11, 2025

Probability of Default: How to Pass the Jeffreys Test and Improve Predictive Ability

To back-test PD and meet the European Central Bank's validation requirements for measurement of defaults, many banks use a predictive ability tool...

Friday, September 18, 2020

Advertisement

ARTICLE

How to Model Forward-Looking Credit Risk

Jan 27, 2023 | The problems with credit loss-projection methodologies that rely on historical data have been ...

Advertisement

ARTICLE

Calculating the Capital Buffer in Volatile Times: How Much is Enough?

Sep 30, 2022 | The amount of capital that is needed for an institution to be resilient through the rough times, ...

ARTICLE

How Effective are Your Scenarios?

Sep 24, 2021 | Financial institutions need scenarios to measure future risks and returns, as well as to understand ...

ARTICLE

How to Stress Test for Extremely Unexpected Scenarios

Jul 23, 2021 | In the financial services community, surprises aren't to everyone's taste. Sometimes, like the ...

See All

We are a not-for-profit organization and the leading globally recognized membership association for risk managers.

weChat QR code.

red QR code.

•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2024 Global Association of Risk Professionals