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Credit Modeling: How to Improve Discriminatory Power

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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The Evolving Role of G-SIBs: Is Big Beautiful Again?

Jun 7, 2024 | For many years, in the aftermath of the global financial crisis (GFC), a stigma was attached to ...

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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 ...

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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 ...

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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 ...

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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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 ...

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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 ...

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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 ...

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 ...

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