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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 ...

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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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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, ...

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

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

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 ...

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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 ...

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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 ...

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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, ...

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