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ARTICLE
Dec 8, 2023 | Regulators have set their sights on improving stress testing in the wake of the mini banking crisis ...
ARTICLE
Dec 1, 2023 | The implosions of major regional banks this year prompted reexaminations of risk management not ...
ARTICLE
Nov 17, 2023 | The failures earlier this year of a group of midsized U.S. banks grabbed headlines and yielded many ...
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
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
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
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Oct 27, 2023 | Disruptions in the market for U.S. Treasuries, the most liquid of government securities markets and ...
ARTICLE
Oct 6, 2023 | European banks, amid the current environment of rising interest rates, inflation volatility and ...
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