Menu
- FRM
- SCR
- Risk & AI
- Membership
- Insights & Events
- About Us
ARTICLE
Jun 28, 2019 | Reviews of the Financial Accounting Standards Board's recent hedge accounting changes have been ...
ARTICLE
Apr 12, 2019 | As the December 2019 deadline for the Current Expected Credit Loss (CECL) standard draws nearer, ...
ARTICLE
Apr 5, 2019 | Post-financial-crisis mandates for central clearing of derivatives have had the intended effect. ...
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
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
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: 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
•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2024 Global Association of Risk Professionals
