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Apr 26, 2024 | Over the last 15 years, every stress testing issue that has cropped up has prompted precisely the ...
ARTICLE
Apr 19, 2024 | Financial institutions annually go through a budget allocation process, with business heads ...
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Apr 5, 2024 | If compound interest is humanity’s greatest invention, insurance may be a close contender. Today, ...
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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Mar 22, 2024 | Leading the charge into what has become known as private credit, private equity (PE) firms are ...
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Mar 1, 2024 | Spurred in part by last year’s regional bank failures, the Federal Reserve has added two ...
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