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ARTICLE

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 ...

ARTICLE

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, ...

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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 ...

ARTICLE

FASB Plans Further Hedge Accounting Adjustments

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

Trending Articles

The Hidden Risks of Private Credit – and How to Spot Them

The private credit market has exploded in size and emerged as a vital source of capital for companies overlooked by traditional banks. Yet beneath...

Friday, October 17, 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

Advanced IRB Models Become More Standardized

A European Banking Authority paper outlines how the Internal Ratings Based Approach can be simplified. It proposes very concrete measures to reduce...

Friday, March 20, 2026

ARTICLE

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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