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ARTICLE

CECL's Downside Averted - for Now

Oct 23, 2020 | Critics of CECL, the current expected credit losses accounting standard, warned that it would ...

ARTICLE

Putting Stress Tests in the Blender

Oct 23, 2020 | In September, to further test bank balance sheets for stress, the Federal Reserve took the ...

ARTICLE

Economic Capital in Times of COVID-19

Oct 9, 2020 | In the aftermath of the 2008 global financial crisis (GFC), economic capital (EC) - a popular tool ...

ARTICLE

CECL and CCAR Updates: COVID-19 Effects, and the Future of Risk

Oct 2, 2020 | After a relatively quiet August, September brought forward significant risk management challenges - ...

ARTICLE

Probability of Default: How to Pass the Jeffreys Test and Improve Predictive Ability

Sep 18, 2020 | Proper back-testing is crucial for any bank that submits its PD and LGD models to its supervisor ...

Trending Articles

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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Defaults, Delinquencies and Credit Losses: The Potential Impact of Rising Hurricanes on Mortgage Risk

Sep 11, 2020 | As we enter the peak of one the busiest US North Atlantic hurricane seasons in history, now is the ...

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The End of Credit Scores?

Sep 4, 2020 | Just as COVID-19 has accelerated trends in online shopping, remote working and videoconferencing, ...

ARTICLE

How to Address CECL and IFRS 9 Weaknesses Exposed by COVID-19

Aug 28, 2020 | During the 2008/09 global financial crisis, loan-loss accounting methods were unable to provide ...

ARTICLE

Uncleared Margin Rules: Don't Let the Reprieve Go to Waste

Aug 28, 2020 | The COVID-19 pandemic has had a significant impact on our lives and our livelihood. It has forced ...

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