Menu
- FRM
- SCR
- Risk & AI
- Membership
- Insights & Events
- About Us
ARTICLE
Oct 27, 2023 | Disruptions in the market for U.S. Treasuries, the most liquid of government securities markets and ...
ARTICLE
Sep 29, 2023 | The Basel III Endgame is on in the U.S. The rewriting of risk-based capital standards for the ...
ARTICLE
Aug 18, 2023 | Concerns are growing among lenders that regulatory initiatives at the National Association of ...
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
Synthetic Risk Transfers Draw Interest from U.S. Banks
More common in Europe until now, SRT deals can effectively off-load credit risks and help improve capital efficiency. But the pricing has to be right.
Friday, May 10, 2024
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
Advertisement
ARTICLE
Oct 14, 2022 | Explosive growth in buy-now-pay-later programs is disrupting point-of-purchase consumer credit, in ...
ARTICLE
Jul 22, 2022 | With approval from the Securities and Exchange Commission to provide central clearing of securities ...
•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2024 Global Association of Risk Professionals
