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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 ...

ARTICLE


In Search of a Post-Pandemic Modeling Paradigm

Feb 26, 2021 | The COVID-19 saga has caused real difficulties for risk modelers. Loss projections made using ...

ARTICLE


Scenario Analysis in the Age of COVID-19: Do We Need a Different Approach?

Oct 30, 2020 | 2020 has been a challenging year for risk modelers, rife with uncertainty. What have we learned ...

ARTICLE


How to Address CECL and IFRS 9 Weaknesses Exposed by COVID-19

Aug 28, 2020 | During the 2008/09 global financial crisis, loan-loss accounting methods were unable to provide ...

ARTICLE


Stress Testing in War and Peace: How to be Better Prepared for Future Crises

Jul 31, 2020 | In 2020, for the first time in 11 years, a U.S. stress test was conducted while the economy was ...

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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ARTICLE


Will CECL Ultimately Be Worth All the Fuss?

Aug 9, 2019 | The industry is currently a hive of CECL-related activity. Many banks are busily testing their ...

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ARTICLE


The Real Value of Stress Testing: Has CCAR Been Validated?

Jul 12, 2019 | Last year, the US Congress and President Trump enacted major revisions to the Dodd-Frank Act that ...

ARTICLE


Finding a CECL Solution for Smaller Banks

Apr 5, 2019 | Smaller lending institutions face a dilemma. The primary motivation behind the Current Expected ...

ARTICLE


Commercial Lending Imbalances and the Looming Recession

Mar 8, 2019 | Stress testing, up until now, has basically been a theoretical exercise. Growth has been slow but ...



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