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ARTICLE


IFRS 9 and Probability of Default: A Web of Confusion

Apr 11, 2025 | IFRS 9 rules for calculating the lifetime expected credit loss (ECL) continue to create confusion. ...

ARTICLE


Commercial Real Estate Gloom Is Dissipating – in Some Places

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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Credit Risk Measurement: Alternatives for PD-LGD-EAD on the Horizon?

Feb 7, 2025 | Probability of default (PD), loss-given default (LGD) and exposure at default (EAD) have been the ...

ARTICLE


Sovereign Exposures: Zero Reason for Zero Risk Weight

Jan 10, 2025 | Fueled by rampant geopolitical uncertainty, sovereign risk is on the rise in Europe. Policymakers ...

ARTICLE


Statistical Hypothesis Skepticism: Implications for Credit Risk

Nov 27, 2024 | Financial risk managers continue to rely heavily on statistical hypothesis testing in modeling and ...

Trending Articles


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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Debt Restructurings Ramp Up in Out-of-Court ‘LMEs’

Nov 15, 2024 | Deterioration of lender protections has combined with volatile economics to drive an increase in ...

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Charting the Future of Consumer Credit Risk

Nov 8, 2024 | Rising consumer debt and delinquency rates are worrying. Financial stress among consumers could ...

ARTICLE


The ECB’s Paper on Novel Risks and IFRS 9 Overlays: A Missed Opportunity

Sep 13, 2024 | Banks are continuously confronted with new risks that require evaluation. It is, however, quite ...

ARTICLE


How Would You Like Your Model-Based Financial Disclosures?

Aug 16, 2024 | Model-based risk assessments are at the heart of several current industry initiatives that have ...



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