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The Commercial Real Estate Dilemma and Its Impact on Bank Risk Management

Jul 14, 2023 | Now more than ever, banks need to bolster their commercial real estate (CRE) risk management ...

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Foundation IRB: An Inferior Option for Credit Risk Modeling?

Jun 16, 2023 | Banks are going to be required to use the so-called foundation approach (F-IRB) to credit risk ...

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Risk Modeling: What Can We Learn from the Rigor of Academics?

May 26, 2023 | In the post-COVID era, in the midst of a mini-banking crisis, we’re at something of a crossroads in ...

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How Unrealized Losses Weigh on Bank Balance Sheets

May 26, 2023 | Banks typically benefit from rising interest rates as spreads widen between assets and liabilities, ...

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Agile Approaches for Credit Risk Modeling: Curse or Blessing?

May 19, 2023 | Credit risk models that are adaptable, flexible and fast, one could argue, are what’s needed in the ...

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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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Stress Testing and Scenario Analysis: The Customization Challenge

Apr 28, 2023 | What’s the best approach for assessing a bank’s capital and liquidity adequacy? Moreover, what ...

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Credit Risk Measurement: Basel III’s External Ratings Dilemma

Apr 14, 2023 | One of the key factors behind the 2007-08 global financial crisis was an overreliance on external ...

ARTICLE

SVB and Signature Bank: Risk Management Revelations

Apr 6, 2023 | Risks tend to linger in obscure, unexpected places. So, even when your firm seemingly makes safe ...

ARTICLE

When to Change IFRS 9 Scenario Weights for ECL: A Simple Rule

Mar 10, 2023 | European banks that must comply with the IFRS 9 financial reporting standard suffer today from a ...

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