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How Would You Like Your Model-Based Financial Disclosures?

Aug 16, 2024 | Model-based risk assessments are at the heart of several current industry initiatives that have ...

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Credit Modeling: How to Improve Discriminatory Power

Aug 2, 2024 | The drive to increase the discriminatory power of a model is like the search for the Holy Grail for ...

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The Stress Testing Road Ahead: How to Prevent Future Bank Failures

Jul 19, 2024 | “Happy families are all alike; every unhappy family is unhappy in its own way,” reads the opening ...

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The Fed’s 2024 Stress Test: Key Takeaways

Jul 3, 2024 | Results of the Federal Reserve’s annual bank stress test, released at the end of June, showed that ...

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Commercial Real Estate and Bank Systemic Risk

Jun 14, 2024 | The link between banking system performance and the outlook for commercial real estate (CRE) is ...

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

Synthetic Risk Transfers Draw Interest from U.S. Banks

More common in Europe until now, SRT deals can effectively off-load credit risks and help improve capital efficiency. But the pricing has to be right.

Friday, May 10, 2024

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 Evolving Role of G-SIBs: Is Big Beautiful Again?

Jun 7, 2024 | For many years, in the aftermath of the global financial crisis (GFC), a stigma was attached to ...

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The Rise of Conjectural Risk Management

May 17, 2024 | Scenario analysis has taken center stage in the 15 years since the global financial crisis (GFC). ...

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Navigating the New Regulatory Landscape: How European Banks and Risk Managers Must Adapt

May 17, 2024 | The European banking sector is on the verge of a substantial transformation, with the impending ...

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Synthetic Risk Transfers Draw Interest from U.S. Banks

May 10, 2024 | Grappling with high interest rates and related balance-sheet management issues, U.S. banks are ...

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