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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 ...
ARTICLE
May 20, 2022 | Stress testing for banks seems like a straightforward exercise: assume a series of economic and ...
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
Model Validation for Credit Risk: A Critical Deficiency in the Jeffreys Test
In credit-risk modeling, the most important test for calibration accuracy is the Jeffreys test. But this test has peculiarities that bring an innate...
Friday, May 13, 2022
Stress Testing and ECL: The Illusory Concept of Perfect Forecasting
There is no flawless time horizon for capital planning or for projecting credit losses. But there are steps financial institutions can take to...
Friday, March 11, 2022
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
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Oct 29, 2021 | Continuing to decline after a temporary rise last year, the largest banks' weighted average ...
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Apr 30, 2021 | Banks ramped up loan-loss reserves at the onset of the pandemic because of the current expected ...
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