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Corporates Awake to Bank-Counterparty Risk

Dec 1, 2023 | The implosions of major regional banks this year prompted reexaminations of risk management not ...

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Real Estate Risks Are Global, but Impacts and Perceptions Vary

Nov 10, 2023 | Slower economic growth, inflation and rising interest rates have taken a toll on real estate ...

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Responses Are Mixed to the SEC’s Treasury Central Clearing Proposal

Oct 27, 2023 | Disruptions in the market for U.S. Treasuries, the most liquid of government securities markets and ...

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Amid Controversy over Capital Requirements, Top-Rated Structured Bonds Offer Respite

Sep 29, 2023 | The Basel III Endgame is on in the U.S. The rewriting of risk-based capital standards for the ...

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Insurance Regulation Could Stymie Financing for Risky Companies

Aug 18, 2023 | Concerns are growing among lenders that regulatory initiatives at the National Association of ...

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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How Unrealized Losses Weigh on Bank Balance Sheets

May 26, 2023 | Banks typically benefit from rising interest rates as spreads widen between assets and liabilities, ...

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Catastrophe Risk Protection: Hurricane Ian Dislocates an Already Challenged Market

Dec 2, 2022 | Catastrophe (cat) bond and insurance-linked securities (ILS) issuance appeared to be on its way to ...

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Buy-Now-Pay-Later and Alternative Data Bring Disruption to Retail Credit

Oct 14, 2022 | Explosive growth in buy-now-pay-later programs is disrupting point-of-purchase consumer credit, in ...

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SEC Approval Sets Stage for Central Clearing in Securities Finance

Jul 22, 2022 | With approval from the Securities and Exchange Commission to provide central clearing of securities ...

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