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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 ...

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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 ...

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, ...

ARTICLE

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 ...

Trending Articles

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

The Hidden Risks of Private Credit – and How to Spot Them

The private credit market has exploded in size and emerged as a vital source of capital for companies overlooked by traditional banks. Yet beneath...

Friday, October 17, 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

New Definition of Default: Unpacking the EBA Narrative

The European Banking Authority has indicated a strong preference for strict rules regarding default recognition for future COVID-like times when...

Friday, August 22, 2025

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 ...

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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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