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Sep 13, 2024 | Banks are continuously confronted with new risks that require evaluation. It is, however, quite ...
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Aug 2, 2024 | The drive to increase the discriminatory power of a model is like the search for the Holy Grail for ...
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Jun 7, 2024 | For many years, in the aftermath of the global financial crisis (GFC), a stigma was attached to ...
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
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
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Feb 9, 2024 | European banks experienced record-breaking profitability and capitalization toward the end of last ...
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Jan 12, 2024 | Buy Now, Pay later (BNPL) applications offer consumers the opportunity to defer payment on goods ...