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Navigating the New Regulatory Landscape: How European Banks and Risk Managers Must Adapt

May 17, 2024 | The European banking sector is on the verge of a substantial transformation, with the impending ...

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Synthetic Risk Transfers Draw Interest from U.S. Banks

May 10, 2024 | Grappling with high interest rates and related balance-sheet management issues, U.S. banks are ...

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A New Look at the Supplementary Leverage Ratio

May 3, 2024 | On April 1, 2020, amid the pandemic slowdown and deteriorating liquidity conditions in the U.S. ...

ARTICLE

A Modest Suggestion to Improve Stress Testing

Apr 26, 2024 | Over the last 15 years, every stress testing issue that has cropped up has prompted precisely the ...

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The Budget Brain-Teaser: How to Optimize Capital

Apr 19, 2024 | Financial institutions annually go through a budget allocation process, with business heads ...

Trending Articles

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

When Insurance Becomes a Risk Factor

Apr 5, 2024 | If compound interest is humanity’s greatest invention, insurance may be a close contender. Today, ...

ARTICLE

The Data Conundrum for Risk Modelers

Mar 28, 2024 | Credit risk modelers today face a myriad of challenges, ranging from scenario analysis to ...

ARTICLE

The CRR3 Output Floor: A Strange Backstop for Credit Risk Measurement

Mar 22, 2024 | The latest update to the capital requirements regulation under Basel 3.1 reinforces the notion that ...

ARTICLE

Private Credit Moves In on Traditional Loan Channels, and Regulators Are Watching

Mar 22, 2024 | Leading the charge into what has become known as private credit, private equity (PE) firms are ...

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