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ARTICLE
May 20, 2022 | Stress testing for banks seems like a straightforward exercise: assume a series of economic and ...
ARTICLE
May 13, 2022 | A loan portfolio with zero defaults over, say, the past 12 months, is generally considered ...
ARTICLE
May 6, 2022 | Risk modelers around the financial services industry are grappling with the question of how to ...
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
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
ARTICLE
Apr 1, 2022 | The time is ripe to reflect on whether we’ve extracted all we can from traditional stress tests, ...
ARTICLE
Mar 11, 2022 | Forecasting is a key tool used in stress tests and in projections for expected credit losses. The ...
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