Credit

Credit Access and Risk: A Balancing Act

The Federal Housing Finance Agency (FHFA) is considering changes to how government-sponsored entities (GSEs), like Fannie Mae and Freddie Mac, apply credit scores in their assessment of mortgage...

Friday, April 8, 2022

Counterparty

U.S. Securities Industry Gets Behind Plan to Curtail Settlement Risk

Friday, December 3, 2021

Counterparty

The Archegos Collapse: Not Just a Family Office Affair

Friday, May 28, 2021

Counterparty

Perspectives on the Banking Dilemma in India: A Q&A with Vivek Kaul

Friday, March 5, 2021

Counterparty

The U.S. Treasuries Clearing Challenge: Finding the Right Incentives

Wednesday, November 25, 2020

Trending Articles

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

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

2022 Stress Testing Expectations

The Fed’s CCAR stress-testing exercise for this year covers harsher economic conditions, but does not assume what would happen to loan defaults if...

Friday, March 4, 2022

Counterparty

Defaults, Delinquencies and Credit Losses: The Potential Impact of Rising Hurricanes on Mortgage Risk

As we enter the peak of one the busiest US North Atlantic hurricane seasons in history, now is the time to reflect on the prospective effects of hurricanes on a major asset class of many financial...

Friday, September 11, 2020