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ARTICLE

To Model or Not to Model?

May 16, 2025 | Whenever a bank considers the construction or purchase of a new model, the first decision they must ...

Risk Weighted

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How Would You Like Your Model-Based Financial Disclosures?

Aug 16, 2024 | Model-based risk assessments are at the heart of several current industry initiatives that have ...

ARTICLE

The Rise of Conjectural Risk Management

May 17, 2024 | Scenario analysis has taken center stage in the 15 years since the global financial crisis (GFC). ...

ARTICLE

A Modest Suggestion to Improve Stress Testing

Apr 26, 2024 | Over the last 15 years, every stress testing issue that has cropped up has prompted precisely the ...

ARTICLE

The Data Conundrum for Risk Modelers

Mar 28, 2024 | Credit risk modelers today face a myriad of challenges, ranging from scenario analysis 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

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

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

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

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Did CECL and IFRS 9 Fix the Procyclicality Problem?

Feb 23, 2024 | Now that we've experienced a pandemic-driven recession, it seems as good a time as any to assess ...

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The Costs of Credit Scores and Data Privacy

Jan 19, 2024 | Over the past year, European courts have been grappling with the way data privacy laws impact the ...

ARTICLE

Will Increased Complexity Save Scenario Analysis?

Dec 8, 2023 | Regulators have set their sights on improving stress testing in the wake of the mini banking crisis ...

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Should Internal Bank Models Be Used for Capital?

Sep 22, 2023 | A few weeks back, U.S. regulators proposed a suite of new rules designed to strengthen capital ...

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