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Credit

ARTICLE

Probability of Default: Pros and Cons of the Population Stability Index

Jan 29, 2021 | All banks need to meet quality standards for their probability of default (PD) rating systems, and ...

ARTICLE

Cyborg Model Validation

Jan 22, 2021 | COVID-19 has yielded a crisis of confidence in models employed by financial institutions. Too many ...

ARTICLE

Positive Credit Market Outlook Carries Over

Jan 8, 2021 | Credit market observers are expecting a bull run to continue well into 2021. Volatility is seen as ...

ARTICLE

The Hope and Challenge of Vaccines: Implications for Credit Loss Forecasting

Jan 8, 2021 | Positive news on vaccine development from Pfizer/BioNTech, Moderna and AstraZeneca/Oxford is a ...

ARTICLE

Credit Risk Insights from India's Frontline: A Q&A with Shashi Ramachandra

Dec 28, 2020 | Over the past year, amid the COVID-19 pandemic, India's banking system has been plagued by ...

Trending Articles

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

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

Advanced IRB Models Become More Standardized

A European Banking Authority paper outlines how the Internal Ratings Based Approach can be simplified. It proposes very concrete measures to reduce...

Friday, March 20, 2026

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 ...

ARTICLE

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 ...

ARTICLE

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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