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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 ...
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
Synthetic Risk Transfers Draw Interest from U.S. Banks
More common in Europe until now, SRT deals can effectively off-load credit risks and help improve capital efficiency. But the pricing has to be right.
Friday, May 10, 2024
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
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Jun 10, 2022 | While at the World Economic Forum meeting in Davos, Bank of America CEO Brian Moynihan expressed ...
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May 27, 2022 | After a pandemic-induced delay, Financial Accounting Standards Board (FASB) guidance is allowing ...
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