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May 9, 2025 | Following a meeting in March, the Basel Committee on Banking Supervision cited its ongoing work in ...
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Nov 15, 2024 | Deterioration of lender protections has combined with volatile economics to drive an increase in ...
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Mar 22, 2024 | Leading the charge into what has become known as private credit, private equity (PE) firms are ...
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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Dec 1, 2023 | The implosions of major regional banks this year prompted reexaminations of risk management not ...
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Oct 27, 2023 | Disruptions in the market for U.S. Treasuries, the most liquid of government securities markets and ...