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Credit

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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 ...

ARTICLE

The Hope and Challenge of Vaccines: Implications for Credit Loss Forecasting

Jan 8, 2021 | Positive news on vaccine development from Pfizer/BioNTech, Moderna and AstraZeneca/Oxford is a ...

ARTICLE

Credit Risk Insights from India's Frontline: A Q&A with Shashi Ramachandra

Dec 28, 2020 | Over the past year, amid the COVID-19 pandemic, India's banking system has been plagued by ...

ARTICLE

The Uncertain Future of Credit Risk in Europe: Banks, Borrowers, and Expiring Moratoria

Dec 11, 2020 | In response the pandemic, borrowers across Europe were given more time to repay their loans in ...

ARTICLE

What Lies Ahead: Credit Risk Under a Biden Administration

Dec 4, 2020 | 2020 is a year we will never forget, but will gladly put behind us. Although our short-term ...

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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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The U.S. Treasuries Clearing Challenge: Finding the Right Incentives

Nov 25, 2020 | The unprecedented trading volume and volatility spikes in the U.S. Treasuries market in March, in ...

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COVID-19, Basel III and the Current State of India's Banking System

Nov 25, 2020 | In response to COVID-19, the Reserve Bank of India recently announced it would defer implementation ...

ARTICLE

Model Validation: Breaking Down the Glitch in a Key Tool

Nov 13, 2020 | When validating models, to separate riskier and less risky customers, banks need to assess the ...

ARTICLE

Scenario Analysis in the Age of COVID-19: Do We Need a Different Approach?

Oct 30, 2020 | 2020 has been a challenging year for risk modelers, rife with uncertainty. What have we learned ...

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