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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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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 ...

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

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 ...

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 ...

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