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ARTICLE
Jul 8, 2022 | Financial institutions and regulators have demonstrated their adaptability amid the volatile market ...
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Jun 10, 2022 | Challenged by lockdowns, temporary or permanent closures of businesses, and cash-flow shortfalls ...
ARTICLE
May 13, 2022 | A loan portfolio with zero defaults over, say, the past 12 months, is generally considered ...
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
ARTICLE
Nov 12, 2021 | Throughout 2021, European banks have devoted considerable time to reassessing and recalibrating ...
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Oct 8, 2021 | As a general rule, the bigger the bank, the more sophisticated its credit-risk models. But ...
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