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ARTICLE

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 ...

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 ...

Trending Articles

The Hidden Risks of Private Credit – and How to Spot Them

The private credit market has exploded in size and emerged as a vital source of capital for companies overlooked by traditional banks. Yet beneath...

Friday, October 17, 2025

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

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

New Definition of Default: Unpacking the EBA Narrative

The European Banking Authority has indicated a strong preference for strict rules regarding default recognition for future COVID-like times when...

Friday, August 22, 2025

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, ...

ARTICLE

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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