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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 ...

ARTICLE

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 ...

ARTICLE

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 ...

Trending Articles

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

IFRS 9 and Probability of Default: A Web of Confusion

The proper calculation of probability of default is crucial for European banks that need to comply with IRFS 9, the forward-looking financial...

Friday, April 11, 2025

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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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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