Menu

Credit

ARTICLE

Climate Risk: Short-Term and Long-Term Credit Consequences

Oct 29, 2021 | Whether climate risk is actually a threat to financial stability has been a subject of ongoing ...

ARTICLE

Biggest U.S. Banks' SLRs Continue Trending Down

Oct 29, 2021 | Continuing to decline after a temporary rise last year, the largest banks' weighted average ...

ARTICLE

Model Risk: Why Size Matters for Banks

Oct 8, 2021 | As a general rule, the bigger the bank, the more sophisticated its credit-risk models. But ...

ARTICLE

How Effective Are Your Scenarios?

Sep 24, 2021 | Financial institutions need scenarios to measure future risks and returns, as well as to understand ...

ARTICLE

The Case for Monte Carlo Simulations

Sep 17, 2021 | When narrative scenarios first became a standard tool for risk management, around the time of SCAP ...

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

The Modeling Dilemma: Great Expectations and Cold Reality

Aug 27, 2021 | Sometimes you perceive something as a major risk, but the reality exposed by the data just doesn't ...

ARTICLE

Probability of Default: The Pluses and Minuses of Transition Matrices

Aug 13, 2021 | Transition matrices measure the transition probabilities for credit-risk ratings over specific time ...

ARTICLE

Should We Centralize Stress Testing?

Aug 6, 2021 | Nearly every civilization since antiquity has developed the concept of a “trickster.” This god, ...

ARTICLE

How to Stress Test for Extremely Unexpected Scenarios

Jul 23, 2021 | In the financial services community, surprises aren't to everyone's taste. Sometimes, like the ...

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