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Jul 3, 2024 | Results of the Federal Reserve’s annual bank stress test, released at the end of June, showed that ...
ARTICLE
Apr 5, 2024 | If compound interest is humanity’s greatest invention, insurance may be a close contender. Today, ...
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Nov 10, 2023 | To what extent have rules developed in the aftermath of the Great Recession enhanced the ...
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
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
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
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Mar 3, 2023 | Are we on the verge of another housing bubble, rife with spiraling prices? As we transition to a ...
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Nov 4, 2022 | American consumers are the main pillar of support for both the U.S. and global economies. Indeed, ...
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