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Navigating the New Regulatory Landscape: How European Banks and Risk Managers Must Adapt

May 17, 2024 | The European banking sector is on the verge of a substantial transformation, with the impending ...

ARTICLE

The CRR3 Output Floor: A Strange Backstop for Credit Risk Measurement

Mar 22, 2024 | The latest update to the capital requirements regulation under Basel 3.1 reinforces the notion that ...

ARTICLE

EU Banks Enjoy Success, But Must Stay Vigilant About Emerging Risks

Feb 9, 2024 | European banks experienced record-breaking profitability and capitalization toward the end of last ...

ARTICLE

The Risk-Reward of Buy Now, Pay Later

Jan 12, 2024 | Buy Now, Pay later (BNPL) applications offer consumers the opportunity to defer payment on goods ...

ARTICLE

The 2023 Banking Turmoil: A Middle-of-the-Road Crisis

Nov 17, 2023 | The failures earlier this year of a group of midsized U.S. banks grabbed headlines and yielded many ...

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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How Regulatory Backstop Measures Can Lead to Worse Risk Management

Oct 6, 2023 | European banks, amid the current environment of rising interest rates, inflation volatility and ...

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How Generative AI Will Disrupt Credit Risk Modeling

Sep 1, 2023 | Generative AI has been a smash hit with consumers. Earlier this year, for example, OpenAI’s ChatGPT ...

ARTICLE

Foundation IRB: An Inferior Option for Credit Risk Modeling?

Jun 16, 2023 | Banks are going to be required to use the so-called foundation approach (F-IRB) to credit risk ...

ARTICLE

Agile Approaches for Credit Risk Modeling: Curse or Blessing?

May 19, 2023 | Credit risk models that are adaptable, flexible and fast, one could argue, are what’s needed in the ...

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