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Mar 10, 2023 | European banks that must comply with the IFRS 9 financial reporting standard suffer today from a ...
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Nov 11, 2022 | In October, two regulatory studies of great interest to credit risk managers were published: the ...
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Oct 21, 2022 | In these volatile and unpredictable times, European banks continue to face a major obstacle in ...
How Generative AI Will Disrupt Credit Risk Modeling
Improved coding of PD, LGD and EAD models is one of the potential benefits of this innovative technology. How does this work, and what else can...
Friday, September 1, 2023
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
Stress Testing in 2024: Analyzing the Fed’s Newly Released Scenarios
The Federal Reserve this year requires banks to consider exploratory scenarios that factor in deposit runs and funding liquidity problems, among...
Friday, March 1, 2024
Probability of Default: The Pluses and Minuses of Transition Matrices
To forecast potential changes in portfolio probability of default, credit risk professionals often rely on transition matrices that don't tell the...
Friday, August 13, 2021
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Jun 10, 2022 | Challenged by lockdowns, temporary or permanent closures of businesses, and cash-flow shortfalls ...
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May 13, 2022 | A loan portfolio with zero defaults over, say, the past 12 months, is generally considered ...