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Aug 13, 2021 | Transition matrices measure the transition probabilities for credit-risk ratings over specific time ...
ARTICLE
Aug 6, 2021 | Nearly every civilization since antiquity has developed the concept of a “trickster.” This god, ...
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Jul 23, 2021 | In the financial services community, surprises aren't to everyone's taste. Sometimes, like the ...
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
May 28, 2021 | Was the downfall in March of Archegos Capital Management a case of financial-crisis dÉjÀ vu? It ...
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Apr 30, 2021 | Banks ramped up loan-loss reserves at the onset of the pandemic because of the current expected ...
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