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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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Are CECL and IFRS 9 Reasonable and Supportable?

Sep 23, 2022 | CECL and IFRS 9, a pair of next-generation accounting standards, were supposed to provide a ...

ARTICLE


The Pandemic Will Improve Risk Modeling – If We Let It

May 6, 2022 | Risk modelers around the financial services industry are grappling with the question of how to ...

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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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How to Fix Stress Testing

Apr 1, 2022 | The time is ripe to reflect on whether we’ve extracted all we can from traditional stress tests, ...

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Climate Risk: Short-Term and Long-Term Credit Consequences

Oct 29, 2021 | Whether climate risk is actually a threat to financial stability has been a subject of ongoing ...

ARTICLE


The Case for Monte Carlo Simulations

Sep 17, 2021 | When narrative scenarios first became a standard tool for risk management, around the time of SCAP ...

ARTICLE


The Modeling Dilemma: Great Expectations and Cold Reality

Aug 27, 2021 | Sometimes you perceive something as a major risk, but the reality exposed by the data just doesn't ...



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