Credit risk
Liquidity risk management: Assessing and planning for adverse events
Content provided by IBM
Examining the current state and future direction of enterprise stress testing
Content provided by IBM
Best market practice for calculation and reporting of wrong-way risk
Content provided by IBM
Microfinance boom could be bubble, some fear
More lenders are vying for a small pool of creditworthy intermediaries
Path-consistent wrong-way risk
A copula-based model for wrong way risk
Resilience, underbanking and overlending in Latin America
Surviving disasters needs more than a BCM plan
Hedge funds, securitisation and leverage change P2P game
The institutionalisation of P2P lending is creating new risks, critics warn
Short-rate joint-measure models
A joint-measure model combining Q-measure and P-measure
How regulatory stress testing is shaping the future for banks
Content provided by IBM
Toward active management of counterparty credit risk with CVA
Content provided by IBM
UK insurers cautioned on Solvency II credit risk assumptions
Regulator challenges "mechanistic re-application" of matching adjustment
Risk Books: Risk Transparency
Sanjay Sharma talks about risk transparency and how his book helps achieve it.
Risk managers defend IRB against Tarullo criticism
Banks insist credit risk approach can be fixed - and remains more sensitive than stress tests
Energy markets need more than second-hand credit models
Financial models fall down in energy markets, argues Kaminski
Commerzbank's role in the creation and development of the structured products market
Sponsored interview: Commerzbank
Asset correlation of retail loans in the context of the new Basel Capital Accord
The approach to the measurement of credit risk recommended by the new Basel Capital Accord (Basel II) gives a wide choice of basic risk estimators. However, the rules for estimating asset correlations are defined in an ambiguous manner.
Selection versus averaging of logistic credit risk models
Volume 16, Issue 5 (2014)
Op risk tolerance, not appetite, White tells conference
UBS op risk framework head describes struggle with defining op risk appetite
Credit fears hold back US solar securitisation deals
SolarCity deals show potential and pitfalls of new asset class
Collateral and counterparty tracking: Emerging initial margin requirements
Content provided by IBM
Growing P2P lenders confront "profound" risks
UK platforms worry about rogue rival services with weak credit controls
OpRisk North America: Op risk lags credit and market risk
Op risk disconnect from business, conference hears