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ARTICLE

Will Increased Complexity Save Scenario Analysis?

Dec 8, 2023 | Regulators have set their sights on improving stress testing in the wake of the mini banking crisis ...

Risk Weighted

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Corporates Awake to Bank-Counterparty Risk

Dec 1, 2023 | The implosions of major regional banks this year prompted reexaminations of risk management not ...

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The 2023 Banking Turmoil: A Middle-of-the-Road Crisis

Nov 17, 2023 | The failures earlier this year of a group of midsized U.S. banks grabbed headlines and yielded many ...

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Can Banks Reliably Estimate Credit Losses?

Nov 10, 2023 | To what extent have rules developed in the aftermath of the Great Recession enhanced the ...

ARTICLE

Real Estate Risks Are Global, but Impacts and Perceptions Vary

Nov 10, 2023 | Slower economic growth, inflation and rising interest rates have taken a toll on real estate ...

Trending Articles

How Generative AI Will Disrupt Credit Risk Modeling

Improved coding of PD, LGD and EAD models is one of the potential benefits of this innovative technology. How does this work, and what else can...

Friday, September 1, 2023

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

Stress Testing in 2024: Analyzing the Fed’s Newly Released Scenarios

The Federal Reserve this year requires banks to consider exploratory scenarios that factor in deposit runs and funding liquidity problems, among...

Friday, March 1, 2024

Probability of Default: The Pluses and Minuses of Transition Matrices

To forecast potential changes in portfolio probability of default, credit risk professionals often rely on transition matrices that don't tell the...

Friday, August 13, 2021

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Responses Are Mixed to the SEC’s Treasury Central Clearing Proposal

Oct 27, 2023 | Disruptions in the market for U.S. Treasuries, the most liquid of government securities markets and ...

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How Regulatory Backstop Measures Can Lead to Worse Risk Management

Oct 6, 2023 | European banks, amid the current environment of rising interest rates, inflation volatility and ...

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Amid Controversy over Capital Requirements, Top-Rated Structured Bonds Offer Respite

Sep 29, 2023 | The Basel III Endgame is on in the U.S. The rewriting of risk-based capital standards for the ...

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Should Internal Bank Models Be Used for Capital?

Sep 22, 2023 | A few weeks back, U.S. regulators proposed a suite of new rules designed to strengthen capital ...

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