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Firms Covered by Next Phases of Margin Rules Need to Get Moving

Dec 20, 2019 | The second-to-last batch of participants in the uncleared, over-the-counter (OTC) derivatives ...

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Moody's: Loan Covenants Stronger but Still in the ‘Weak' Range

Sep 13, 2019 | The longstanding trend of weak commercial loan covenants has begun to turn, according to Moody's ...

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Amid Mounting Criticism of CECL, a Partial Reprieve

Aug 2, 2019 | Smaller banks may get three more years to comply with the new Current Expected Credit Loss (CECL) ...

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FASB Plans Further Hedge Accounting Adjustments

Jun 28, 2019 | Reviews of the Financial Accounting Standards Board's recent hedge accounting changes have been ...

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Congress Enters the Fray on CECL Delay

Jun 21, 2019 | Following expressions of investor concern and reports of significant impacts on banks, members 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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Corporate Refunding Challenges Could Mushroom in Economic Downturn

Feb 22, 2019 | The Federal Reserve's signaling that future rate hikes are on hold is a relief to corporate ...

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