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ARTICLE

ECB’s Shifting Perspective on Downturn LGD: Addressing the Timing Lag

Oct 24, 2025 | What was the European Central Bank thinking when they updated the ECB Guide to Internal Models in ...

ARTICLE

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

Oct 17, 2025 | Private credit has evolved from a niche alternative into one of the fastest-growing asset classes ...

ARTICLE

New Definition of Default: Unpacking the EBA Narrative

Aug 22, 2025 | The European Banking Authority (EBA) recently released a consultation paper regarding article 178 ...

ARTICLE

Hard Work Goes On Following the U.S. Treasury Clearing Deadline Delay

Aug 1, 2025 | Delayed deadlines for compliance with the Securities and Exchange Commission’s U.S. Treasury ...

ARTICLE

Rethinking Capital Management: Advice for Banks in a Time of Volatility and Uncertainty

Jul 11, 2025 | Challenged by heightened geopolitical risk and spurred by the pending finalization of Basel III, EU ...

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

How Private Credit Is Filling the Gap in Real Estate Development Financing

Jun 20, 2025 | Securing financing for real estate development has become an uphill battle. With interest rates ...

ARTICLE

Addressing Geopolitical Risk Through Stochastic Matrices

Jun 13, 2025 | Last month, the European Banking Authority (EBA) issued a new report that sounded the alarm about ...

ARTICLE

Can Small Businesses Help Weather Global Trade Turbulence?

May 30, 2025 | When central bank governors and finance ministers convened in Washington, D.C., for the spring ...

ARTICLE

Liability Management Exercises Continue After Courts Have Had a Say

May 23, 2025 | The leveraged-loan restructurings known as liability management exercises (LMEs) climbed to record ...

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