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ARTICLE
Feb 18, 2022 | The Current Expected Credit Losses (CECL) accounting standard may have enabled a quicker reaction ...
ARTICLE
Oct 29, 2021 | Continuing to decline after a temporary rise last year, the largest banks' weighted average ...
ARTICLE
Apr 30, 2021 | Banks ramped up loan-loss reserves at the onset of the pandemic because of the current expected ...
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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Nov 25, 2020 | In response to COVID-19, the Reserve Bank of India recently announced it would defer implementation ...
ARTICLE
Oct 23, 2020 | Critics of CECL, the current expected credit losses accounting standard, warned that it would ...
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