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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 ...

Risk Weighted

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The Data Conundrum for Risk Modelers

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

ARTICLE

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 ...

ARTICLE

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 ...

Trending Articles

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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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 ...

Risk Weighted

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CECL and IFRS 9: Superior Risk Management or Psychological Ploy?

Jul 21, 2023 | By now, we all know the drill with respect to forecasting expected credit losses (ECL). When a ...

ARTICLE

Risk Modeling: What Can We Learn from the Rigor of Academics?

May 26, 2023 | In the post-COVID era, in the midst of a mini-banking crisis, we’re at something of a crossroads in ...

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Economic Misery and Bank Financial Performance

Oct 28, 2022 | The global economy is not yet in a recession, but things sure feel miserable. In the context of ...

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