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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 ...

ARTICLE

Credit-Loss Forecasting: A Practical Guide to CECL Implementation in Uncertain Times

Feb 26, 2021 | Now more than ever, with COVID-19 rendering historical data mostly irrelevant for loss forecasting, ...

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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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Too Much of a ‘Good Thing': How to Manage Government Stimulus Risk

Feb 5, 2021 | Large-scale government interventions like the ones we've experienced recently can provide essential ...

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Probability of Default: Pros and Cons of the Population Stability Index

Jan 29, 2021 | All banks need to meet quality standards for their probability of default (PD) rating systems, and ...

ARTICLE

Cyborg Model Validation

Jan 22, 2021 | COVID-19 has yielded a crisis of confidence in models employed by financial institutions. Too many ...

ARTICLE

Positive Credit Market Outlook Carries Over

Jan 8, 2021 | Credit market observers are expecting a bull run to continue well into 2021. Volatility is seen as ...

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