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ARTICLE

Liability Management Exercises Continue After Courts Have Had a Say

May 23, 2025 | The leveraged-loan restructurings known as liability management exercises (LMEs) climbed to record ...

ARTICLE

To Model or Not to Model?

May 16, 2025 | Whenever a bank considers the construction or purchase of a new model, the first decision they must ...

ARTICLE

Trade Wars Should Motivate Banks to Rethink Credit Risk Management

May 16, 2025 | Barriers to trade have many repercussions in the real economy, including price hikes, rising ...

ARTICLE

Significant Risk Transfer Deals May Be Subsiding, but Supervisory Attention Is Not

May 9, 2025 | Following a meeting in March, the Basel Committee on Banking Supervision cited its ongoing work in ...

ARTICLE

IFRS 9 and Probability of Default: A Web of Confusion

Apr 11, 2025 | IFRS 9 rules for calculating the lifetime expected credit loss (ECL) continue to create confusion. ...

Trending Articles

The Hidden Risks of Private Credit – and How to Spot Them

The private credit market has exploded in size and emerged as a vital source of capital for companies overlooked by traditional banks. Yet beneath...

Friday, October 17, 2025

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

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

New Definition of Default: Unpacking the EBA Narrative

The European Banking Authority has indicated a strong preference for strict rules regarding default recognition for future COVID-like times when...

Friday, August 22, 2025

ARTICLE

Commercial Real Estate Gloom Is Dissipating – in Some Places

Mar 14, 2025 | Although U.S. commercial real estate is not out of the doldrums, the outlook has turned at least ...

ARTICLE

Credit Risk Measurement: Alternatives for PD-LGD-EAD on the Horizon?

Feb 7, 2025 | Probability of default (PD), loss-given default (LGD) and exposure at default (EAD) have been the ...

ARTICLE

Sovereign Exposures: Zero Reason for Zero Risk Weight

Jan 10, 2025 | Fueled by rampant geopolitical uncertainty, sovereign risk is on the rise in Europe. Policymakers ...

ARTICLE

Statistical Hypothesis Skepticism: Implications for Credit Risk

Nov 27, 2024 | Financial risk managers continue to rely heavily on statistical hypothesis testing in modeling and ...

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