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Let’s Get Real: Managing Consumer Credit Risk in a Time of Inflation

Jul 1, 2022 | Consumer credit lenders need to prepare for the impact of inflation and higher interest rates on ...

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Will the Housing Bubble Pop or Fizzle?

Jun 3, 2022 | The Federal Reserve’s sudden pivot towards tightening monetary policy this spring has sent interest ...

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Calibrating Recession Risks

May 6, 2022 | Consumer price inflation is rising at rates we haven’t seen since the early 1980s. The odds of a ...

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2022 Stress Testing Expectations

Mar 4, 2022 | Should stress-testing downturn scenarios developed by regulators take into account potential ...

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What Time Is It? Practical Considerations for Risk Modelers

Nov 5, 2021 | Lockdown restrictions during the COVID-19 pandemic have given many of us time to reflect on what ...

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

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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Should We Centralize Stress Testing?

Aug 6, 2021 | Nearly every civilization since antiquity has developed the concept of a “trickster.” This god, ...

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Stress Testing in Volatile Times: A Logical Approach

Mar 5, 2021 | How should we handle stress testing when we are already experiencing stress? If the objective is to ...

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Too Much of a ‘Good Thing': How to Manage Government Stimulus Risk

Feb 5, 2021 | Large-scale government interventions like the ones we've experienced recently can provide essential ...

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What Lies Ahead: Credit Risk Under a Biden Administration

Dec 4, 2020 | 2020 is a year we will never forget, but will gladly put behind us. Although our short-term ...

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