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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, ...

Collateral

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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 ...

ARTICLE

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 ...

ARTICLE

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 ...

ARTICLE

FASB Update Facilitates Hedging of Fixed-Income Risk

May 27, 2022 | After a pandemic-induced delay, Financial Accounting Standards Board (FASB) guidance is allowing ...

Trending Articles

How Generative AI Will Disrupt Credit Risk Modeling

Improved coding of PD, LGD and EAD models is one of the potential benefits of this innovative technology. How does this work, and what else can...

Friday, September 1, 2023

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

Stress Testing in 2024: Analyzing the Fed’s Newly Released Scenarios

The Federal Reserve this year requires banks to consider exploratory scenarios that factor in deposit runs and funding liquidity problems, among...

Friday, March 1, 2024

Probability of Default: The Pluses and Minuses of Transition Matrices

To forecast potential changes in portfolio probability of default, credit risk professionals often rely on transition matrices that don't tell the...

Friday, August 13, 2021

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Fed Study: CECL Boosted Banks’ Reserves, but Impact on Lending Is Unclear

Feb 18, 2022 | The Current Expected Credit Losses (CECL) accounting standard may have enabled a quicker reaction ...

Capital

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U.S. Securities Industry Gets Behind Plan to Curtail Settlement Risk

Dec 3, 2021 | Robinhood and other brokerages restricted trading last January in GameStop and other so-called meme ...

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Buy Side Faces Initial-Margin Bottleneck

Nov 12, 2021 | The larger of two sets of asset managers implementing new initial margin rules by September for ...

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Biggest U.S. Banks' SLRs Continue Trending Down

Oct 29, 2021 | Continuing to decline after a temporary rise last year, the largest banks' weighted average ...

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