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Sep 29, 2023 | The Basel III Endgame is on in the U.S. The rewriting of risk-based capital standards for the ...
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Aug 18, 2023 | Concerns are growing among lenders that regulatory initiatives at the National Association of ...
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Dec 2, 2022 | Catastrophe (cat) bond and insurance-linked securities (ILS) issuance appeared to be on its way to ...
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
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
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
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May 20, 2022 | Stress testing for banks seems like a straightforward exercise: assume a series of economic and ...
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Mar 11, 2022 | Forecasting is a key tool used in stress tests and in projections for expected credit losses. The ...