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ARTICLE

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 ...

ARTICLE

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 ...

ARTICLE

Buy-Now-Pay-Later and Alternative Data Bring Disruption to Retail Credit

Oct 14, 2022 | Explosive growth in buy-now-pay-later programs is disrupting point-of-purchase consumer credit, in ...

ARTICLE

Calculating the Capital Buffer in Volatile Times: How Much is Enough?

Sep 30, 2022 | The amount of capital that is needed for an institution to be resilient through the rough times, ...

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

Are CECL and IFRS 9 Reasonable and Supportable?

Sep 23, 2022 | CECL and IFRS 9, a pair of next-generation accounting standards, were supposed to provide a ...

ARTICLE

Model Validation: Dissecting the Boundaries of a Rules-Based World

Sep 9, 2022 | Banks’ internal ratings-based (IRB) processes for validating credit risk models have historically ...

ARTICLE

Multiple Credit Scores in Mortgage Lending: Understanding the Risks

Aug 26, 2022 | Expanding access to credit for millions of consumers with limited or no credit experience has been ...

ARTICLE

Economic Capital: The Power of Diversification

Aug 12, 2022 | Economic capital has always been a key measure of a bank’s solvency. But under Basel III, the set ...

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