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The Commercial Real Estate Dilemma and Its Impact on Bank Risk Management

Jul 14, 2023 | Now more than ever, banks need to bolster their commercial real estate (CRE) risk management ...

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Foundation IRB: An Inferior Option for Credit Risk Modeling?

Jun 16, 2023 | Banks are going to be required to use the so-called foundation approach (F-IRB) to credit risk ...

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Risk Modeling: What Can We Learn from the Rigor of Academics?

May 26, 2023 | In the post-COVID era, in the midst of a mini-banking crisis, we’re at something of a crossroads in ...

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How Unrealized Losses Weigh on Bank Balance Sheets

May 26, 2023 | Banks typically benefit from rising interest rates as spreads widen between assets and liabilities, ...

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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 ...

Trending Articles

The Hidden Risks of Private Credit – and How to Spot Them

The private credit market has exploded in size and emerged as a vital source of capital for companies overlooked by traditional banks. Yet beneath...

Friday, October 17, 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

New Definition of Default: Unpacking the EBA Narrative

The European Banking Authority has indicated a strong preference for strict rules regarding default recognition for future COVID-like times when...

Friday, August 22, 2025

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 ...

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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 ...

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