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Mar 14, 2025 | Although U.S. commercial real estate is not out of the doldrums, the outlook has turned at least ...
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Feb 7, 2025 | Probability of default (PD), loss-given default (LGD) and exposure at default (EAD) have been the ...
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Jan 10, 2025 | Fueled by rampant geopolitical uncertainty, sovereign risk is on the rise in Europe. Policymakers ...
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
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
Private Credit Moves In on Traditional Loan Channels, and Regulators Are Watching
The segment remains small relative to total debt and the economy, but the risks of contagion and banking instability cannot be ruled out.
Friday, March 22, 2024
Synthetic Risk Transfers Draw Interest from U.S. Banks
More common in Europe until now, SRT deals can effectively off-load credit risks and help improve capital efficiency. But the pricing has to be right.
Friday, May 10, 2024
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Nov 8, 2024 | Rising consumer debt and delinquency rates are worrying. Financial stress among consumers could ...
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Sep 13, 2024 | Banks are continuously confronted with new risks that require evaluation. It is, however, quite ...