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ARTICLE
Aug 16, 2024 | Model-based risk assessments are at the heart of several current industry initiatives that have ...
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 ...
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
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
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
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Jan 19, 2024 | Over the past year, European courts have been grappling with the way data privacy laws impact the ...
ARTICLE
Dec 8, 2023 | Regulators have set their sights on improving stress testing in the wake of the mini banking crisis ...
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