Menu
- FRM
- SCR
- Risk & AI
- Membership
- Insights & Events
- About Us
ARTICLE
Jul 19, 2024 | “Happy families are all alike; every unhappy family is unhappy in its own way,” reads the opening ...
ARTICLE
Jul 3, 2024 | Results of the Federal Reserve’s annual bank stress test, released at the end of June, showed that ...
ARTICLE
Jun 14, 2024 | The link between banking system performance and the outlook for commercial real estate (CRE) is ...
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
Advertisement
ARTICLE
May 17, 2024 | The European banking sector is on the verge of a substantial transformation, with the impending ...
ARTICLE
May 10, 2024 | Grappling with high interest rates and related balance-sheet management issues, U.S. banks are ...
•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2024 Global Association of Risk Professionals
