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Nov 10, 2023 | Slower economic growth, inflation and rising interest rates have taken a toll on real estate ...
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Oct 27, 2023 | Disruptions in the market for U.S. Treasuries, the most liquid of government securities markets and ...
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Oct 6, 2023 | European banks, amid the current environment of rising interest rates, inflation volatility and ...
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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Sep 1, 2023 | Generative AI has been a smash hit with consumers. Earlier this year, for example, OpenAI’s ChatGPT ...
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Aug 25, 2023 | Extreme tail-risk events cannot be predicted, as demonstrated by the many unforeseen, rare or ...
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