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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 ...

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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, ...

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Cyborg Model Validation

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

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Putting Stress Tests in the Blender

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

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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 ...

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

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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 ...

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