GARP Short Logo
SIGN IN
Menu

Credit

ARTICLE

The Budget Brain-Teaser: How to Optimize Capital

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

FRM Corner

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 ...

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 ...

Trending Articles

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

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

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

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

The Federal Reserve this year requires banks to consider exploratory scenarios that factor in deposit runs and funding liquidity problems, among...

Friday, March 1, 2024

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, ...

FRM Corner

Advertisement

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 ...

ARTICLE

How to Prepare for Future Crises: A Multi-Scenario Approach to Tail Risk

Mar 26, 2021 | “The future is not set,” said Kyle Reese, the hero in The Terminator movie. That, believe it or ...

See All


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

weChat QR code.

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