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ARTICLE
Dec 2, 2022 | Catastrophe (cat) bond and insurance-linked securities (ILS) issuance appeared to be on its way to ...
ARTICLE
Nov 11, 2022 | In October, two regulatory studies of great interest to credit risk managers were published: the ...
ARTICLE
Nov 4, 2022 | American consumers are the main pillar of support for both the U.S. and global economies. Indeed, ...
Basel III: The Impact of the New Probability of Default Input Floor
PD reforms are on the horizon, but what are these regulatory-driven revisions, and how do their potential benefits measure up with their drawbacks?
Friday, February 11, 2022
Model Validation for Credit Risk: A Critical Deficiency in the Jeffreys Test
In credit-risk modeling, the most important test for calibration accuracy is the Jeffreys test. But this test has peculiarities that bring an innate...
Friday, May 13, 2022
Stress Testing and ECL: The Illusory Concept of Perfect Forecasting
There is no flawless time horizon for capital planning or for projecting credit losses. But there are steps financial institutions can take to...
Friday, March 11, 2022
2022 Stress Testing Expectations
The Fed’s CCAR stress-testing exercise for this year covers harsher economic conditions, but does not assume what would happen to loan defaults if...
Friday, March 4, 2022
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Oct 14, 2022 | Explosive growth in buy-now-pay-later programs is disrupting point-of-purchase consumer credit, in ...
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Sep 30, 2022 | The amount of capital that is needed for an institution to be resilient through the rough times, ...
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