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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 ...

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 ...

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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 ...

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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

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

Mar 1, 2024 | Spurred in part by last year’s regional bank failures, the Federal Reserve has added two ...

ARTICLE

Did CECL and IFRS 9 Fix the Procyclicality Problem?

Feb 23, 2024 | Now that we've experienced a pandemic-driven recession, it seems as good a time as any to assess ...

ARTICLE

EU Banks Enjoy Success, But Must Stay Vigilant About Emerging Risks

Feb 9, 2024 | European banks experienced record-breaking profitability and capitalization toward the end of last ...

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