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CECL and CCAR Updates: COVID-19 Effects, and the Future of Risk

Oct 2, 2020 | After a relatively quiet August, September brought forward significant risk management challenges - ...

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The End of Credit Scores?

Sep 4, 2020 | Just as COVID-19 has accelerated trends in online shopping, remote working and videoconferencing, ...

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COVID-19 Broke My Credit Loss Model

Aug 14, 2020 | The early returns on the impact of the pandemic on credit performance are now in, with some ...

ARTICLE

Will COVID-19 Kill CECL?

Jul 10, 2020 | Adoption of the Current Expected Credit Loss (CECL) standard couldn't have come at a worse time. ...

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Managing the Risk Multiverse with Scenarios: How to Be Better Prepared for the Next Pandemic

Jun 5, 2020 | If there is any good that can come from a crisis like the coronavirus, it's that it causes us to ...

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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Stress Testing, CECL and Coronavirus: The Importance of Telling the Story Behind the Numbers

Mar 6, 2020 | [Editor's Note: We would like to welcome Cristian deRitis, the Deputy Chief Economist at Moody's ...

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