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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. ...

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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 ...

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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 ...

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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 ...

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Statistical Hypothesis Skepticism: Implications for Credit Risk

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

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

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Debt Restructurings Ramp Up in Out-of-Court ‘LMEs’

Nov 15, 2024 | Deterioration of lender protections has combined with volatile economics to drive an increase in ...

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Charting the Future of Consumer Credit Risk

Nov 8, 2024 | Rising consumer debt and delinquency rates are worrying. Financial stress among consumers could ...

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The ECB’s Paper on Novel Risks and IFRS 9 Overlays: A Missed Opportunity

Sep 13, 2024 | Banks are continuously confronted with new risks that require evaluation. It is, however, quite ...

ARTICLE

How Would You Like Your Model-Based Financial Disclosures?

Aug 16, 2024 | Model-based risk assessments are at the heart of several current industry initiatives that have ...

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