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May 17, 2024 | Scenario analysis has taken center stage in the 15 years since the global financial crisis (GFC). ...
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May 17, 2024 | The European banking sector is on the verge of a substantial transformation, with the impending ...
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May 10, 2024 | Grappling with high interest rates and related balance-sheet management issues, U.S. banks are ...
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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Apr 19, 2024 | Financial institutions annually go through a budget allocation process, with business heads ...
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Apr 5, 2024 | If compound interest is humanity’s greatest invention, insurance may be a close contender. Today, ...
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