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ARTICLE

How to Improve LGD: Unlocking the Generalized Area Under the Curve

Jan 14, 2022 | It is difficult to gauge the performance of loss-given default (LGD) models, partly because it’s ...

ARTICLE

U.S. Securities Industry Gets Behind Plan to Curtail Settlement Risk

Dec 3, 2021 | Robinhood and other brokerages restricted trading last January in GameStop and other so-called meme ...

ARTICLE

The Changing Credit Risk Management Landscape at European Banks

Nov 12, 2021 | Throughout 2021, European banks have devoted considerable time to reassessing and recalibrating ...

ARTICLE

Buy Side Faces Initial-Margin Bottleneck

Nov 12, 2021 | The larger of two sets of asset managers implementing new initial margin rules by September for ...

ARTICLE

What Time Is It? Practical Considerations for Risk Modelers

Nov 5, 2021 | Lockdown restrictions during the COVID-19 pandemic have given many of us time to reflect on what ...

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

Advanced IRB Models Become More Standardized

A European Banking Authority paper outlines how the Internal Ratings Based Approach can be simplified. It proposes very concrete measures to reduce...

Friday, March 20, 2026

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 ...

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