ARTICLE
Mar 6, 2020 | [Editor's Note: We would like to welcome Cristian deRitis, the Deputy Chief Economist at Moody's ...
ARTICLE
Jan 31, 2020 | In February, the Federal Reserve Board is expected to release scenarios for its 2020 Comprehensive ...
ARTICLE
Dec 20, 2019 | The second-to-last batch of participants in the uncleared, over-the-counter (OTC) derivatives ...
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
Aug 23, 2019 | As the implementation deadline for the Current Expected Credit Loss (CECL) accounting standard ...
ARTICLE
Aug 9, 2019 | While regulatory attention is turning increasingly toward operational, cyber and other growing ...