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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 ...

ARTICLE

Stress Testing in War and Peace: How to be Better Prepared for Future Crises

Jul 31, 2020 | In 2020, for the first time in 11 years, a U.S. stress test was conducted while the economy was ...

ARTICLE

Will COVID-19 Kill CECL?

Jul 10, 2020 | Adoption of the Current Expected Credit Loss (CECL) standard couldn't have come at a worse time. ...

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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The Effects of COVID-19 on Expected Credit Loss Modeling

Jun 19, 2020 | Contending with the economic shocks of COVID-19 - including unemployment, decreasing revenues and ...

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Managing the Risk Multiverse with Scenarios: How to Be Better Prepared for the Next Pandemic

Jun 5, 2020 | If there is any good that can come from a crisis like the coronavirus, it's that it causes us to ...

ARTICLE

COVID-19 Contagion: Why Risk Managers Need a More Aggressive Approach to Economic Recovery

May 29, 2020 | One of the most important attributes of a good risk manager is the ability to see what others do ...

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J. Crew Bankruptcy Sets Stage for More Distressed Debt Exchanges

May 22, 2020 | For years, lenders have signed on to commercial loans with fewer and more flexible covenants. This ...

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