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Nov 8, 2024 | Rising consumer debt and delinquency rates are worrying. Financial stress among consumers could ...
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Sep 13, 2024 | Banks are continuously confronted with new risks that require evaluation. It is, however, quite ...
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Aug 16, 2024 | Model-based risk assessments are at the heart of several current industry initiatives that have ...
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
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
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
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
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Jul 3, 2024 | Results of the Federal Reserve’s annual bank stress test, released at the end of June, showed that ...
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Jun 14, 2024 | The link between banking system performance and the outlook for commercial real estate (CRE) is ...