ARTICLE
May 3, 2024 | On April 1, 2020, amid the pandemic slowdown and deteriorating liquidity conditions in the U.S. ...
ARTICLE
Nov 10, 2023 | Slower economic growth, inflation and rising interest rates have taken a toll on real estate ...
ARTICLE
Sep 29, 2023 | The Basel III Endgame is on in the U.S. The rewriting of risk-based capital standards for the ...
How Generative AI Will Disrupt Credit Risk Modeling
Improved coding of PD, LGD and EAD models is one of the potential benefits of this innovative technology. How does this work, and what else can...
Friday, September 1, 2023
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
Stress Testing in 2024: Analyzing the Fed’s Newly Released Scenarios
The Federal Reserve this year requires banks to consider exploratory scenarios that factor in deposit runs and funding liquidity problems, among...
Friday, March 1, 2024
Probability of Default: The Pluses and Minuses of Transition Matrices
To forecast potential changes in portfolio probability of default, credit risk professionals often rely on transition matrices that don't tell the...
Friday, August 13, 2021
ARTICLE
Jun 10, 2022 | While at the World Economic Forum meeting in Davos, Bank of America CEO Brian Moynihan expressed ...
ARTICLE
May 27, 2022 | After a pandemic-induced delay, Financial Accounting Standards Board (FASB) guidance is allowing ...