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ARTICLE

The Budget Brain-Teaser: How to Optimize Capital

Apr 19, 2024 | Financial institutions annually go through a budget allocation process, with business heads ...

FRM Corner

ARTICLE

When Insurance Becomes a Risk Factor

Apr 5, 2024 | If compound interest is humanity’s greatest invention, insurance may be a close contender. Today, ...

ARTICLE

The Data Conundrum for Risk Modelers

Mar 28, 2024 | Credit risk modelers today face a myriad of challenges, ranging from scenario analysis to ...

ARTICLE

The CRR3 Output Floor: A Strange Backstop for Credit Risk Measurement

Mar 22, 2024 | The latest update to the capital requirements regulation under Basel 3.1 reinforces the notion that ...

ARTICLE

Private Credit Moves In on Traditional Loan Channels, and Regulators Are Watching

Mar 22, 2024 | Leading the charge into what has become known as private credit, private equity (PE) firms are ...

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

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: 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

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

Mar 1, 2024 | Spurred in part by last year’s regional bank failures, the Federal Reserve has added two ...

FRM Corner

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Did CECL and IFRS 9 Fix the Procyclicality Problem?

Feb 23, 2024 | Now that we've experienced a pandemic-driven recession, it seems as good a time as any to assess ...

ARTICLE

EU Banks Enjoy Success, But Must Stay Vigilant About Emerging Risks

Feb 9, 2024 | European banks experienced record-breaking profitability and capitalization toward the end of last ...

ARTICLE

The Costs of Credit Scores and Data Privacy

Jan 19, 2024 | Over the past year, European courts have been grappling with the way data privacy laws impact the ...

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