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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 ...

ARTICLE

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 - ...

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

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 ...

ARTICLE

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, ...

ARTICLE

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 ...

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