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ARTICLE

A Proactive, Integrated Approach to Capital Planning

Apr 26, 2019 | More than a decade after the financial crisis, senior managers of financial institutions face two ...

ARTICLE

Mortgage Risk: Why We Should Eliminate the Debt-to-Income Ratio Limit

Apr 18, 2019 | The Qualified Mortgage (QM) rule is a good example of well‐intended but poorly designed policy. QM ...

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How to Leverage CECL to Improve Operations

Apr 12, 2019 | As the December 2019 deadline for the Current Expected Credit Loss (CECL) standard draws nearer, ...

ARTICLE

CCPs and the Risk of Concentration

Apr 5, 2019 | Post-financial-crisis mandates for central clearing of derivatives have had the intended effect. ...

ARTICLE

Finding a CECL Solution for Smaller Banks

Apr 5, 2019 | Smaller lending institutions face a dilemma. The primary motivation behind the Current Expected ...

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

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

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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How to Reduce Risk from Credit Reporting Companies

Mar 15, 2019 | The recent Congressional hearings on U.S. credit reporting companies (CRCs) put the spotlight again ...

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Commercial Lending Imbalances and the Looming Recession

Mar 8, 2019 | Stress testing, up until now, has basically been a theoretical exercise. Growth has been slow but ...

ARTICLE

The Next Time Bomb: All Eyes on Debt

Feb 25, 2019 | Amid a generally healthy run of economic indicators, the conversation at the American Enterprise ...

ARTICLE

Corporate Refunding Challenges Could Mushroom in Economic Downturn

Feb 22, 2019 | The Federal Reserve's signaling that future rate hikes are on hold is a relief to corporate ...

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