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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 ...

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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 ...

ARTICLE

A Date with Destiny: The Importance of Demographics for Risk Modelers

Aug 5, 2022 | “Demography is destiny.” These words, attributed to French philosopher Auguste Comte nearly two ...

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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SEC Approval Sets Stage for Central Clearing in Securities Finance

Jul 22, 2022 | With approval from the Securities and Exchange Commission to provide central clearing of securities ...

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The Problems with Ritualistic Risk Management

Jul 8, 2022 | Financial institutions and regulators have demonstrated their adaptability amid the volatile market ...

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Let’s Get Real: Managing Consumer Credit Risk in a Time of Inflation

Jul 1, 2022 | Consumer credit lenders need to prepare for the impact of inflation and higher interest rates on ...

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Consumer Outlook: Continued Growth, or Putting on the Brakes?

Jun 10, 2022 | While at the World Economic Forum meeting in Davos, Bank of America CEO Brian Moynihan expressed ...

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