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EBA’s Latest Risk Report for European Banks: Interesting, But Mistimed

Jun 10, 2022 | Challenged by lockdowns, temporary or permanent closures of businesses, and cash-flow shortfalls ...

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Will the Housing Bubble Pop or Fizzle?

Jun 3, 2022 | The Federal Reserve’s sudden pivot towards tightening monetary policy this spring has sent interest ...

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FASB Update Facilitates Hedging of Fixed-Income Risk

May 27, 2022 | After a pandemic-induced delay, Financial Accounting Standards Board (FASB) guidance is allowing ...

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Stress Testing Uncertainty: What Does It Mean for FRMs?

May 20, 2022 | Stress testing for banks seems like a straightforward exercise: assume a series of economic and ...

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Model Validation for Credit Risk: A Critical Deficiency in the Jeffreys Test

May 13, 2022 | A loan portfolio with zero defaults over, say, the past 12 months, is generally considered ...

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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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 ...

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Calibrating Recession Risks

May 6, 2022 | Consumer price inflation is rising at rates we haven’t seen since the early 1980s. The odds of a ...

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Credit Access and Risk: A Balancing Act

Apr 8, 2022 | The Federal Housing Finance Agency (FHFA) is considering changes to how government-sponsored ...

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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, ...

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