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Feb 26, 2021 | The COVID-19 saga has caused real difficulties for risk modelers. Loss projections made using ...
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Oct 30, 2020 | 2020 has been a challenging year for risk modelers, rife with uncertainty. What have we learned ...
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Aug 28, 2020 | During the 2008/09 global financial crisis, loan-loss accounting methods were unable to provide ...
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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Jul 12, 2019 | Last year, the US Congress and President Trump enacted major revisions to the Dodd-Frank Act that ...
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Apr 5, 2019 | Smaller lending institutions face a dilemma. The primary motivation behind the Current Expected ...