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ARTICLE
Sep 13, 2024 | Banks are continuously confronted with new risks that require evaluation. It is, however, quite ...
ARTICLE
Aug 16, 2024 | Model-based risk assessments are at the heart of several current industry initiatives that have ...
ARTICLE
Aug 2, 2024 | The drive to increase the discriminatory power of a model is like the search for the Holy Grail for ...
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
ARTICLE
Jun 14, 2024 | The link between banking system performance and the outlook for commercial real estate (CRE) is ...
ARTICLE
Jun 7, 2024 | For many years, in the aftermath of the global financial crisis (GFC), a stigma was attached to ...
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