Menu

Credit

ARTICLE

Stress Testing and ECL: The Illusory Concept of Perfect Forecasting

Mar 11, 2022 | Forecasting is a key tool used in stress tests and in projections for expected credit losses. The ...

ARTICLE

2022 Stress Testing Expectations

Mar 4, 2022 | Should stress-testing downturn scenarios developed by regulators take into account potential ...

ARTICLE

Fed Study: CECL Boosted Banks’ Reserves, but Impact on Lending Is Unclear

Feb 18, 2022 | The Current Expected Credit Losses (CECL) accounting standard may have enabled a quicker reaction ...

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 ...

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

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 ...

ARTICLE

The Changing Credit Risk Management Landscape at European Banks

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

ARTICLE

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 ...

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 ...

See All

We are a not-for-profit organization and the leading globally recognized membership association for risk managers.

weChat QR code.

red QR code.

•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2024 Global Association of Risk Professionals