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ARTICLE
Aug 28, 2020 | The COVID-19 pandemic has had a significant impact on our lives and our livelihood. It has forced ...
ARTICLE
May 22, 2020 | For years, lenders have signed on to commercial loans with fewer and more flexible covenants. This ...
ARTICLE
Apr 24, 2020 | On the heels of its launch late last year of total return swaps trading, EquiLend has gone live ...
How to Improve LGD: Unlocking the Generalized Area Under the Curve
Financial institutions can use the so-called gAUC metric to more accurately measure and enhance the performance of their loss-given default models....
Friday, January 14, 2022
Basel III: The Impact of the New Probability of Default Input Floor
PD reforms are on the horizon, but what are these regulatory-driven revisions, and how do their potential benefits measure up with their drawbacks?
Friday, February 11, 2022
Model Validation for Credit Risk: A Critical Deficiency in the Jeffreys Test
In credit-risk modeling, the most important test for calibration accuracy is the Jeffreys test. But this test has peculiarities that bring an innate...
Friday, May 13, 2022
The Changing Credit Risk Management Landscape at European Banks
Thanks to regulatory revisions, optimistic day-counting systems for loans are now a thing of the past, default reporting has improved and banks that...
Friday, November 12, 2021
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Sep 13, 2019 | The longstanding trend of weak commercial loan covenants has begun to turn, according to Moody's ...
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