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ARTICLE

Macroeconomic Scenario Building for IFRS 9: The Unemployment-Inflation Relationship Revisited

Jun 12, 2026 | The IFRS 9 accounting standard requires recognition of expected credit losses (ECL) based on ...

ARTICLE

Advanced IRB Models Become More Standardized

Mar 20, 2026 | Since the start of Basel II, the dominant philosophy of rating models was that there are two ...

ARTICLE

Defaults and the Schrödinger Cat

Feb 13, 2026 | In 1935 physicist Erwin Schrödinger discussed in correspondence with Albert Einstein his now famous ...

ARTICLE

Asset Correlations in PD Projections: A Tricky Road

Dec 19, 2025 | Considering one of the most difficult items to grasp within credit risk modeling, I am reminded of ...

ARTICLE

ECB’s Shifting Perspective on Downturn LGD: Addressing the Timing Lag

Oct 24, 2025 | What was the European Central Bank thinking when they updated the ECB Guide to Internal Models in ...

Trending Articles

The Hidden Risks of Private Credit – and How to Spot Them

The private credit market has exploded in size and emerged as a vital source of capital for companies overlooked by traditional banks. Yet beneath...

Friday, October 17, 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

New Definition of Default: Unpacking the EBA Narrative

The European Banking Authority has indicated a strong preference for strict rules regarding default recognition for future COVID-like times when...

Friday, August 22, 2025

ARTICLE

New Definition of Default: Unpacking the EBA Narrative

Aug 22, 2025 | The European Banking Authority (EBA) recently released a consultation paper regarding article 178 ...

ARTICLE

Rethinking Capital Management: Advice for Banks in a Time of Volatility and Uncertainty

Jul 11, 2025 | Challenged by heightened geopolitical risk and spurred by the pending finalization of Basel III, EU ...

ARTICLE

Addressing Geopolitical Risk Through Stochastic Matrices

Jun 13, 2025 | Last month, the European Banking Authority (EBA) issued a new report that sounded the alarm about ...

ARTICLE

Trade Wars Should Motivate Banks to Rethink Credit Risk Management

May 16, 2025 | Barriers to trade have many repercussions in the real economy, including price hikes, rising ...

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