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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 ...

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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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To Model or Not to Model?

May 16, 2025 | Whenever a bank considers the construction or purchase of a new model, the first decision they must ...

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Trade Wars Should Motivate Banks to Rethink Credit Risk Management

May 16, 2025 | Barriers to trade have many repercussions in the real economy, including price hikes, rising ...

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Significant Risk Transfer Deals May Be Subsiding, but Supervisory Attention Is Not

May 9, 2025 | Following a meeting in March, the Basel Committee on Banking Supervision cited its ongoing work in ...

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

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

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

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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. ...

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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 ...

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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 ...

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