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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

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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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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