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Economic Capital in Times of COVID-19

Oct 9, 2020 | In the aftermath of the 2008 global financial crisis (GFC), economic capital (EC) - a popular tool ...

Credit Edge

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Probability of Default: How to Pass the Jeffreys Test and Improve Predictive Ability

Sep 18, 2020 | Proper back-testing is crucial for any bank that submits its PD and LGD models to its supervisor ...

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The Role of AI in Credit Risk: A Conversation

Aug 14, 2020 | When working earlier this year in San Francisco, I found myself in a small breakfast restaurant in ...

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The Effects of COVID-19 on Expected Credit Loss Modeling

Jun 19, 2020 | Contending with the economic shocks of COVID-19 - including unemployment, decreasing revenues and ...



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