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CCPs and the Risk of Concentration

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

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Finding a CECL Solution for Smaller Banks

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

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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 ...

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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 ...

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

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

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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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Regulators Caution on Leveraged Lending

Feb 8, 2019 | Banks originating and participating in leveraged loans should ensure that risk management processes ...

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A Novel Approach to the European CRE Credit Risk Dilemma

Feb 2, 2019 | In an ideal world, we would develop CRE credit risk models using a complete data set representing ...



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