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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 ...

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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 ...

ARTICLE

The End of Credit Scores?

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

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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 ...

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

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 ...

ARTICLE

Credit Risk Management in a Pandemic Era

Aug 28, 2020 | In today's Covid-19 world - plagued by high unemployment, historic debt and soaring bankruptcies - ...

ARTICLE

COVID-19 Broke My Credit Loss Model

Aug 14, 2020 | The early returns on the impact of the pandemic on credit performance are now in, with some ...

ARTICLE

The Role of AI in Credit Risk: A Conversation

Aug 14, 2020 | When working earlier this year in San Francisco, I found myself in a small breakfast restaurant in ...

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