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ARTICLE

Credit-Loss Forecasting: A Practical Guide to CECL Implementation in Uncertain Times

Feb 26, 2021 | Now more than ever, with COVID-19 rendering historical data mostly irrelevant for loss forecasting, ...

FRM Corner

ARTICLE

Cyborg Model Validation

Jan 22, 2021 | COVID-19 has yielded a crisis of confidence in models employed by financial institutions. Too many ...

ARTICLE

Putting Stress Tests in the Blender

Oct 23, 2020 | In September, to further test bank balance sheets for stress, the Federal Reserve took the ...

ARTICLE

Diving Deeper Into CECL: The Best Strategy for Forecasting Expected Credit Losses

Aug 23, 2019 | As the implementation deadline for the Current Expected Credit Loss (CECL) accounting standard ...

ARTICLE

A Proactive, Integrated Approach to Capital Planning

Apr 26, 2019 | More than a decade after the financial crisis, senior managers of financial institutions face two ...

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

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

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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