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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 ...

ARTICLE

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 ...

ARTICLE

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 ...

ARTICLE

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 ...

ARTICLE

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 ...

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

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

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

ARTICLE

With CECL in Force, Banks Remain Cautious on Loss Reserves

Apr 30, 2021 | Banks ramped up loan-loss reserves at the onset of the pandemic because of the current expected ...

ARTICLE

Positive Credit Market Outlook Carries Over

Jan 8, 2021 | Credit market observers are expecting a bull run to continue well into 2021. Volatility is seen as ...

ARTICLE

CECL's Downside Averted - for Now

Oct 23, 2020 | Critics of CECL, the current expected credit losses accounting standard, warned that it would ...

ARTICLE

J. Crew Bankruptcy Sets Stage for More Distressed Debt Exchanges

May 22, 2020 | For years, lenders have signed on to commercial loans with fewer and more flexible covenants. This ...

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