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Dec 5, 2025 | The "cockroach theory" comes from the idea that a single problem in a company is often a sign of ...
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Nov 7, 2025 | The multinational response to the 2008 crisis had operational consequences beyond the headline ...
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Oct 24, 2025 | What was the European Central Bank thinking when they updated the ECB Guide to Internal Models in ...
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
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
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
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...
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Aug 1, 2025 | Delayed deadlines for compliance with the Securities and Exchange Commission’s U.S. Treasury ...
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Jul 11, 2025 | Challenged by heightened geopolitical risk and spurred by the pending finalization of Basel III, EU ...