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ARTICLE
Sep 17, 2021 | When narrative scenarios first became a standard tool for risk management, around the time of SCAP ...
ARTICLE
Aug 27, 2021 | Sometimes you perceive something as a major risk, but the reality exposed by the data just doesn't ...
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
Jul 9, 2021 | The Jeffreys test is the most important diagnostic tool for assessing the calibration of the bucket ...
ARTICLE
Jun 11, 2021 | Bigger is better. At least, it seems, with respect to the riskiness of banks. The capital, ...
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