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Dec 3, 2021 | Robinhood and other brokerages restricted trading last January in GameStop and other so-called meme ...
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Nov 12, 2021 | The larger of two sets of asset managers implementing new initial margin rules by September for ...
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Oct 29, 2021 | Continuing to decline after a temporary rise last year, the largest banks' weighted average ...
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
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Oct 23, 2020 | Critics of CECL, the current expected credit losses accounting standard, warned that it would ...
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May 22, 2020 | For years, lenders have signed on to commercial loans with fewer and more flexible covenants. This ...
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