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ARTICLE

Sovereign Exposures: Zero Reason for Zero Risk Weight

Jan 10, 2025 | Fueled by rampant geopolitical uncertainty, sovereign risk is on the rise in Europe. Policymakers ...

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Statistical Hypothesis Skepticism: Implications for Credit Risk

Nov 27, 2024 | Financial risk managers continue to rely heavily on statistical hypothesis testing in modeling and ...

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The ECB’s Paper on Novel Risks and IFRS 9 Overlays: A Missed Opportunity

Sep 13, 2024 | Banks are continuously confronted with new risks that require evaluation. It is, however, quite ...

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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 ...

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

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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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 ...

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 ...

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