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Synthetic Risk Transfers Draw Interest from U.S. Banks

May 10, 2024 | Grappling with high interest rates and related balance-sheet management issues, U.S. banks are ...

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A New Look at the Supplementary Leverage Ratio

May 3, 2024 | On April 1, 2020, amid the pandemic slowdown and deteriorating liquidity conditions in the U.S. ...

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Real Estate Risks Are Global, but Impacts and Perceptions Vary

Nov 10, 2023 | Slower economic growth, inflation and rising interest rates have taken a toll on real estate ...

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Amid Controversy over Capital Requirements, Top-Rated Structured Bonds Offer Respite

Sep 29, 2023 | The Basel III Endgame is on in the U.S. The rewriting of risk-based capital standards for the ...

ARTICLE


Insurance Regulation Could Stymie Financing for Risky Companies

Aug 18, 2023 | Concerns are growing among lenders that regulatory initiatives at the National Association of ...

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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


Catastrophe Risk Protection: Hurricane Ian Dislocates an Already Challenged Market

Dec 2, 2022 | Catastrophe (cat) bond and insurance-linked securities (ILS) issuance appeared to be on its way to ...

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Consumer Outlook: Continued Growth, or Putting on the Brakes?

Jun 10, 2022 | While at the World Economic Forum meeting in Davos, Bank of America CEO Brian Moynihan expressed ...

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FASB Update Facilitates Hedging of Fixed-Income Risk

May 27, 2022 | After a pandemic-induced delay, Financial Accounting Standards Board (FASB) guidance is allowing ...

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Stress Testing Uncertainty: What Does It Mean for FRMs?

May 20, 2022 | Stress testing for banks seems like a straightforward exercise: assume a series of economic and ...



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