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ARTICLE

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 ...

ARTICLE

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 ...

ARTICLE

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 ...

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

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

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

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

ARTICLE

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 ...

ARTICLE

How to Model Forward-Looking Credit Risk

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

ARTICLE

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 ...

ARTICLE

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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