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Jul 22, 2022 | With approval from the Securities and Exchange Commission to provide central clearing of securities ...
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Apr 8, 2022 | The Federal Housing Finance Agency (FHFA) is considering changes to how government-sponsored ...
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Dec 3, 2021 | Robinhood and other brokerages restricted trading last January in GameStop and other so-called meme ...
When to Change IFRS 9 Scenario Weights for ECL: A Simple Rule
Financial institutions in Europe now employ a range of scenario-weighting approaches to estimate IFRS-9-compliant expected credit losses, with little...
Friday, March 10, 2023
Probability of Default: The Pluses and Minuses of Transition Matrices
To forecast potential changes in portfolio probability of default, credit risk professionals often rely on transition matrices that don't tell the...
Friday, August 13, 2021
SVB and Signature Bank: Risk Management Revelations
Recent bank collapses can be traced to their narrow-minded approach to stress testing and scenario analysis. What exactly went wrong at these...
Thursday, April 6, 2023
How to Model Forward-Looking Credit Risk
During uncertain times, the traditional approach for estimating expected credit losses simply doesn’t work. However, while forecasting ECL is a...
Friday, January 27, 2023
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Nov 25, 2020 | The unprecedented trading volume and volatility spikes in the U.S. Treasuries market in March, in ...
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Sep 11, 2020 | As we enter the peak of one the busiest US North Atlantic hurricane seasons in history, now is the ...