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ARTICLE
Apr 6, 2023 | Risks tend to linger in obscure, unexpected places. So, even when your firm seemingly makes safe ...
ARTICLE
Mar 10, 2023 | European banks that must comply with the IFRS 9 financial reporting standard suffer today from a ...
ARTICLE
Mar 3, 2023 | Are we on the verge of another housing bubble, rife with spiraling prices? As we transition to a ...
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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Nov 11, 2022 | In October, two regulatory studies of great interest to credit risk managers were published: the ...
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Nov 4, 2022 | American consumers are the main pillar of support for both the U.S. and global economies. Indeed, ...
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