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Stress Testing and ECL: The Illusory Concept of Perfect Forecasting

Mar 11, 2022 | Forecasting is a key tool used in stress tests and in projections for expected credit losses. The ...

ARTICLE


Fed Study: CECL Boosted Banks’ Reserves, but Impact on Lending Is Unclear

Feb 18, 2022 | The Current Expected Credit Losses (CECL) accounting standard may have enabled a quicker reaction ...

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Biggest U.S. Banks' SLRs Continue Trending Down

Oct 29, 2021 | Continuing to decline after a temporary rise last year, the largest banks' weighted average ...

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With CECL in Force, Banks Remain Cautious on Loss Reserves

Apr 30, 2021 | Banks ramped up loan-loss reserves at the onset of the pandemic because of the current expected ...

ARTICLE


Positive Credit Market Outlook Carries Over

Jan 8, 2021 | Credit market observers are expecting a bull run to continue well into 2021. Volatility is seen as ...

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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

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

Private Credit Moves In on Traditional Loan Channels, and Regulators Are Watching

The segment remains small relative to total debt and the economy, but the risks of contagion and banking instability cannot be ruled out.

Friday, March 22, 2024

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

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Credit Risk Insights from India's Frontline: A Q&A with Shashi Ramachandra

Dec 28, 2020 | Over the past year, amid the COVID-19 pandemic, India's banking system has been plagued by ...

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COVID-19, Basel III and the Current State of India's Banking System

Nov 25, 2020 | In response to COVID-19, the Reserve Bank of India recently announced it would defer implementation ...

ARTICLE


CECL's Downside Averted - for Now

Oct 23, 2020 | Critics of CECL, the current expected credit losses accounting standard, warned that it would ...

ARTICLE


Stress Testing: A Practical Guide

Jan 31, 2020 | In February, the Federal Reserve Board is expected to release scenarios for its 2020 Comprehensive ...



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