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ARTICLE

The Archegos Collapse: Not Just a Family Office Affair

May 28, 2021 | Was the downfall in March of Archegos Capital Management a case of financial-crisis dÉjÀ vu? It ...

ARTICLE

With CECL in Force, Banks Remain Cautious on Loss Reserves

Apr 30, 2021 | Banks ramped up loan-loss reserves at the onset of the pandemic because of the current expected ...

ARTICLE

The Skewed Generalized T Distribution: A Swiss Army Knife for Tail Risk

Apr 9, 2021 | Every risk professional knows that price shifts can widely diverge. Daily or weekly returns can go ...

ARTICLE

Should COVID-19 Change Through-the-Cycle Calculations for ECL?

Mar 26, 2021 | In credit risk management, it is common to distinguish between point-in-time (PIT) and ...

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How to Prepare for Future Crises: A Multi-Scenario Approach to Tail Risk

Mar 26, 2021 | “The future is not set,” said Kyle Reese, the hero in The Terminator movie. That, believe it or ...

Trending Articles

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

Pros and Cons of the Six Sigma Approach for Credit Risk Management

Mar 12, 2021 | Over the past 12 months, bank have faced a myriad of difficulties, ranging from data deficiencies ...

ARTICLE

Stress Testing in Volatile Times: A Logical Approach

Mar 5, 2021 | How should we handle stress testing when we are already experiencing stress? If the objective is to ...

ARTICLE

Perspectives on the Banking Dilemma in India: A Q&A with Vivek Kaul

Mar 5, 2021 | Bad loans and deteriorating asset quality continue to plague banks in India. Last September, the ...

ARTICLE

In Search of a Post-Pandemic Modeling Paradigm

Feb 26, 2021 | The COVID-19 saga has caused real difficulties for risk modelers. Loss projections made using ...

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