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ARTICLE

Basel III: The Impact of the New Probability of Default Input Floor

Feb 11, 2022 | In 2023, as part of a Capital Requirements Regulation (CRR3) amendment, the probability of default ...

ARTICLE

How to Improve LGD: Unlocking the Generalized Area Under the Curve

Jan 14, 2022 | It is difficult to gauge the performance of loss-given default (LGD) models, partly because it’s ...

ARTICLE

U.S. Securities Industry Gets Behind Plan to Curtail Settlement Risk

Dec 3, 2021 | Robinhood and other brokerages restricted trading last January in GameStop and other so-called meme ...

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The Changing Credit Risk Management Landscape at European Banks

Nov 12, 2021 | Throughout 2021, European banks have devoted considerable time to reassessing and recalibrating ...

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Buy Side Faces Initial-Margin Bottleneck

Nov 12, 2021 | The larger of two sets of asset managers implementing new initial margin rules by September for ...

Trending Articles

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

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

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

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

ARTICLE

What Time Is It? Practical Considerations for Risk Modelers

Nov 5, 2021 | Lockdown restrictions during the COVID-19 pandemic have given many of us time to reflect on what ...

ARTICLE

Climate Risk: Short-Term and Long-Term Credit Consequences

Oct 29, 2021 | Whether climate risk is actually a threat to financial stability has been a subject of ongoing ...

ARTICLE

Biggest U.S. Banks' SLRs Continue Trending Down

Oct 29, 2021 | Continuing to decline after a temporary rise last year, the largest banks' weighted average ...

ARTICLE

Model Risk: Why Size Matters for Banks

Oct 8, 2021 | As a general rule, the bigger the bank, the more sophisticated its credit-risk models. But ...

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