Menu
- FRM
- SCR
- Courses
- Membership
- Events
- Risk Intelligence
- About Us
ARTICLE
Apr 8, 2022 | The Federal Housing Finance Agency (FHFA) is considering changes to how government-sponsored ...
ARTICLE
Dec 3, 2021 | Robinhood and other brokerages restricted trading last January in GameStop and other so-called meme ...
ARTICLE
May 28, 2021 | Was the downfall in March of Archegos Capital Management a case of financial-crisis dÉjÀ vu? It ...
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
Advertisement
ARTICLE
Sep 11, 2020 | As we enter the peak of one the busiest US North Atlantic hurricane seasons in history, now is the ...
ARTICLE
Aug 30, 2019 | It has been almost two years since the massive Equifax data breach came to light. In the aftermath, ...
•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2022 Global Association of Risk Professionals
More