ARTICLE
May 19, 2023 | Credit risk models that are adaptable, flexible and fast, one could argue, are what’s needed in the ...
ARTICLE
Apr 14, 2023 | One of the key factors behind the 2007-08 global financial crisis was an overreliance on external ...
ARTICLE
Mar 10, 2023 | European banks that must comply with the IFRS 9 financial reporting standard suffer today from a ...
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
ARTICLE
Aug 12, 2022 | Economic capital has always been a key measure of a bank’s solvency. But under Basel III, the set ...
ARTICLE
Jul 8, 2022 | Financial institutions and regulators have demonstrated their adaptability amid the volatile market ...