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Credit

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Cyborg Model Validation

Jan 22, 2021 | COVID-19 has yielded a crisis of confidence in models employed by financial institutions. Too many ...

ARTICLE

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 ...

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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 ...

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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 ...

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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 ...

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

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

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

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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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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 ...

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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 ...

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