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Jul 21, 2023 | By now, we all know the drill with respect to forecasting expected credit losses (ECL). When a ...
ARTICLE
Jul 14, 2023 | Now more than ever, banks need to bolster their commercial real estate (CRE) risk management ...
ARTICLE
Jun 16, 2023 | Banks are going to be required to use the so-called foundation approach (F-IRB) to credit risk ...
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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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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Apr 28, 2023 | What’s the best approach for assessing a bank’s capital and liquidity adequacy? Moreover, what ...
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