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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 ...

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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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Measuring and Modeling Residential Real Estate Risk in Unprecedented Times

Mar 3, 2023 | Are we on the verge of another housing bubble, rife with spiraling prices? As we transition to a ...

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How to Model Forward-Looking Credit Risk

Jan 27, 2023 | The problems with credit loss-projection methodologies that rely on historical data have been ...

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Catastrophe Risk Protection: Hurricane Ian Dislocates an Already Challenged Market

Dec 2, 2022 | Catastrophe (cat) bond and insurance-linked securities (ILS) issuance appeared to be on its way to ...

Trending Articles

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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Two Regulators, Two Views: BCBS and ECB Offer Contrasting Perspectives on Bank Credit Risk

Nov 11, 2022 | In October, two regulatory studies of great interest to credit risk managers were published: the ...

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The Holiday Season Outlook for Credit Risk

Nov 4, 2022 | American consumers are the main pillar of support for both the U.S. and global economies. Indeed, ...

ARTICLE

Economic Misery and Bank Financial Performance

Oct 28, 2022 | The global economy is not yet in a recession, but things sure feel miserable. In the context of ...

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The Expected Credit Losses Dilemma: Weighing IFRS 9’s “SICR”

Oct 21, 2022 | In these volatile and unpredictable times, European banks continue to face a major obstacle in ...

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