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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

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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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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