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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

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

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 ...

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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