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ARTICLE

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

Mar 5, 2021 | Bad loans and deteriorating asset quality continue to plague banks in India. Last September, the ...

Counterparty

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

Nov 25, 2020 | The unprecedented trading volume and volatility spikes in the U.S. Treasuries market in March, in ...

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

Sep 11, 2020 | As we enter the peak of one the busiest US North Atlantic hurricane seasons in history, now is the ...

ARTICLE

Why the 3 Credit Reporting Companies Are Still Standing

Aug 30, 2019 | It has been almost two years since the massive Equifax data breach came to light. In the aftermath, ...

ARTICLE

Diving Deeper Into CECL: The Best Strategy for Forecasting Expected Credit Losses

Aug 23, 2019 | As the implementation deadline for the Current Expected Credit Loss (CECL) accounting standard ...

Trending Articles

How Generative AI Will Disrupt Credit Risk Modeling

Improved coding of PD, LGD and EAD models is one of the potential benefits of this innovative technology. How does this work, and what else can...

Friday, September 1, 2023

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

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

Stress Testing in 2024: Analyzing the Fed’s Newly Released Scenarios

The Federal Reserve this year requires banks to consider exploratory scenarios that factor in deposit runs and funding liquidity problems, among...

Friday, March 1, 2024

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FASB Plans Further Hedge Accounting Adjustments

Jun 28, 2019 | Reviews of the Financial Accounting Standards Board's recent hedge accounting changes have been ...

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How to Leverage CECL to Improve Operations

Apr 12, 2019 | As the December 2019 deadline for the Current Expected Credit Loss (CECL) standard draws nearer, ...

ARTICLE

CCPs and the Risk of Concentration

Apr 5, 2019 | Post-financial-crisis mandates for central clearing of derivatives have had the intended effect. ...

ARTICLE

A Novel Approach to the European CRE Credit Risk Dilemma

Feb 2, 2019 | In an ideal world, we would develop CRE credit risk models using a complete data set representing ...

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