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ARTICLE
Jun 14, 2024 | The link between banking system performance and the outlook for commercial real estate (CRE) is ...
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Jun 7, 2024 | For many years, in the aftermath of the global financial crisis (GFC), a stigma was attached to ...
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May 17, 2024 | Scenario analysis has taken center stage in the 15 years since the global financial crisis (GFC). ...
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
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
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
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May 3, 2024 | On April 1, 2020, amid the pandemic slowdown and deteriorating liquidity conditions in the U.S. ...
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Apr 26, 2024 | Over the last 15 years, every stress testing issue that has cropped up has prompted precisely the ...
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