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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 ...

ARTICLE


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 ...

ARTICLE


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 ...

Trending Articles


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

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

Private Credit Moves In on Traditional Loan Channels, and Regulators Are Watching

The segment remains small relative to total debt and the economy, but the risks of contagion and banking instability cannot be ruled out.

Friday, March 22, 2024

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

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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 ...

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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 ...

ARTICLE


Credit Risk Measurement: Basel III’s External Ratings Dilemma

Apr 14, 2023 | One of the key factors behind the 2007-08 global financial crisis was an overreliance on external ...

ARTICLE


When to Change IFRS 9 Scenario Weights for ECL: A Simple Rule

Mar 10, 2023 | European banks that must comply with the IFRS 9 financial reporting standard suffer today from a ...



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