Menu
- FRM
- SCR
- Risk & AI
- Membership
- Insights & Events
- About Us
ARTICLE
May 17, 2024 | Scenario analysis has taken center stage in the 15 years since the global financial crisis (GFC). ...
ARTICLE
Apr 26, 2024 | Over the last 15 years, every stress testing issue that has cropped up has prompted precisely the ...
ARTICLE
Mar 28, 2024 | Credit risk modelers today face a myriad of challenges, ranging from scenario analysis to ...
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
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
Private Credit Moves In on Traditional Loan Channels, and Regulators Are Watching
The segment remains small relative to total debt and the economy, but the risks of contagion and banking instability cannot be ruled out.
Friday, March 22, 2024
Synthetic Risk Transfers Draw Interest from U.S. Banks
More common in Europe until now, SRT deals can effectively off-load credit risks and help improve capital efficiency. But the pricing has to be right.
Friday, May 10, 2024
Advertisement
ARTICLE
Dec 8, 2023 | Regulators have set their sights on improving stress testing in the wake of the mini banking crisis ...
ARTICLE
Sep 22, 2023 | A few weeks back, U.S. regulators proposed a suite of new rules designed to strengthen capital ...
•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2024 Global Association of Risk Professionals
