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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

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

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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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 ...

ARTICLE

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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