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ARTICLE
Nov 12, 2021 | The larger of two sets of asset managers implementing new initial margin rules by September for ...
ARTICLE
Nov 5, 2021 | Lockdown restrictions during the COVID-19 pandemic have given many of us time to reflect on what ...
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Oct 29, 2021 | Whether climate risk is actually a threat to financial stability has been a subject of ongoing ...
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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Sep 24, 2021 | Financial institutions need scenarios to measure future risks and returns, as well as to understand ...
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Sep 17, 2021 | When narrative scenarios first became a standard tool for risk management, around the time of SCAP ...
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