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ARTICLE
Nov 13, 2020 | When validating models, to separate riskier and less risky customers, banks need to assess the ...
ARTICLE
Oct 30, 2020 | 2020 has been a challenging year for risk modelers, rife with uncertainty. What have we learned ...
ARTICLE
Oct 23, 2020 | Critics of CECL, the current expected credit losses accounting standard, warned that it would ...
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
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
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
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
ARTICLE
Oct 2, 2020 | After a relatively quiet August, September brought forward significant risk management challenges - ...
ARTICLE
Sep 18, 2020 | Proper back-testing is crucial for any bank that submits its PD and LGD models to its supervisor ...
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