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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 ...

ARTICLE

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 ...

ARTICLE

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

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

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 ...

ARTICLE

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 ...

ARTICLE

Credit Access and Risk: A Balancing Act

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

ARTICLE

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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