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A Date with Destiny: The Importance of Demographics for Risk Modelers

Aug 5, 2022 | “Demography is destiny.” These words, attributed to French philosopher Auguste Comte nearly two ...

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SEC Approval Sets Stage for Central Clearing in Securities Finance

Jul 22, 2022 | With approval from the Securities and Exchange Commission to provide central clearing of securities ...

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The Problems with Ritualistic Risk Management

Jul 8, 2022 | Financial institutions and regulators have demonstrated their adaptability amid the volatile market ...

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Let’s Get Real: Managing Consumer Credit Risk in a Time of Inflation

Jul 1, 2022 | Consumer credit lenders need to prepare for the impact of inflation and higher interest rates on ...

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Consumer Outlook: Continued Growth, or Putting on the Brakes?

Jun 10, 2022 | While at the World Economic Forum meeting in Davos, Bank of America CEO Brian Moynihan expressed ...

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

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

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

ARTICLE

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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