FASB Update Facilitates Hedging of Fixed-Income Risk

After a pandemic-induced delay, Financial Accounting Standards Board (FASB) guidance is allowing banks and others greater flexibility to hedge fixed-income assets and potentially benefiting those...

Friday, May 27, 2022

Stress Testing Uncertainty: What Does It Mean for FRMs?

Friday, May 20, 2022

Stress Testing and ECL: The Illusory Concept of Perfect Forecasting

Friday, March 11, 2022

Fed Study: CECL Boosted Banks’ Reserves, but Impact on Lending Is Unclear

Friday, February 18, 2022

Biggest U.S. Banks' SLRs Continue Trending Down

Friday, October 29, 2021

Trending Articles

How to Improve LGD: Unlocking the Generalized Area Under the Curve

Financial institutions can use the so-called gAUC metric to more accurately measure and enhance the performance of their loss-given default models....

Friday, January 14, 2022

Basel III: The Impact of the New Probability of Default Input Floor

PD reforms are on the horizon, but what are these regulatory-driven revisions, and how do their potential benefits measure up with their drawbacks?

Friday, February 11, 2022

The Changing Credit Risk Management Landscape at European Banks

Thanks to regulatory revisions, optimistic day-counting systems for loans are now a thing of the past, default reporting has improved and banks that...

Friday, November 12, 2021

2022 Stress Testing Expectations

The Fed’s CCAR stress-testing exercise for this year covers harsher economic conditions, but does not assume what would happen to loan defaults if...

Friday, March 4, 2022


With CECL in Force, Banks Remain Cautious on Loss Reserves

Banks ramped up loan-loss reserves at the onset of the pandemic because of the current expected credit losses (CECL) accounting standard that went into effect at the start of 2020. Although losses...

Friday, April 30, 2021


Positive Credit Market Outlook Carries Over

Friday, January 8, 2021

Credit Risk Insights from India's Frontline: A Q&A with Shashi Ramachandra

Monday, December 28, 2020

COVID-19, Basel III and the Current State of India's Banking System

Wednesday, November 25, 2020

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