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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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Jan 8, 2021 | Credit market observers are expecting a bull run to continue well into 2021. Volatility is seen as ...
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
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
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 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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Oct 23, 2020 | Critics of CECL, the current expected credit losses accounting standard, warned that it would ...
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Jan 31, 2020 | In February, the Federal Reserve Board is expected to release scenarios for its 2020 Comprehensive ...