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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 ...

ARTICLE

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 ...

ARTICLE

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 ...

ARTICLE

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, ...

Trending Articles

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

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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 ...

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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 ...

ARTICLE

Should COVID-19 Change Through-the-Cycle Calculations for ECL?

Mar 26, 2021 | In credit risk management, it is common to distinguish between point-in-time (PIT) and ...

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