Credit risk
Early warning signals of credit deterioration to save on potential losses
With financial institutions facing market volatility and high interest risks in 2023, the warning signals cannot be overlooked. It is crucial to have access to reliable and timely indicators of credit deterioration to prevent significant losses. This…
SEC expected to protect CRT in conflicts of interest rule
Decision could come as early as today; high hopes for credit risk transfer exemption
FRTB managers face hard facts about risk factors
There are ways to reduce the capital charges caused by NMRFs, but they come at a price
Conquering technology risk in banking: five ways leaders can transform risk into advantage
This report, based on a comprehensive survey of 750 banking executives completed in May 2023, explores the best practices, challenges, and performance benefits around improving technology risk management and resilience.
KBC takes €8.2bn RWA add-on post ECB model review
Regulatory intervention and share buyback contribute to sink bank’s core ratio to lowest point since 2016
Leveraged wrong-way risk
A model to assess the exposure to leveraged and collateralised counterparties is presented
Welcome to a new ecosystem for managing credit risk
How Eurex is using credit index futures to build the next frontier for exchange-traded derivatives
Integrated stock–bond portfolio management
The authors put forward a stock-bond portfolio selection model which is based on CreditMetrics principles in which market and credit risks are naturally integrated.
As exposures mount, energy firms take up credit optimisation
Energy turmoil spurs demand for new counterparty rebalancing services in gas and power markets
Discover, Capital One credit card delinquencies surpass pre-pandemic levels
Seven credit card lenders see delinquency rates accelerate after slowing in Q2
Investors cheer Fed guidance on bank credit risk transfers
Institutions say clarification of regulations could jump-start US market
Managing credit risk in uncertain environments
Following three years of disruption caused by the Covid-19 pandemic, senior risk managers, risk management consultants and CROs from the banking and insurance industries gathered in Singapore for Asia Risk’s CRO Club roundtable
Bankers say CRE market on safe ground – for now
Risk Live: But higher rates may threaten weaker properties
The importance of data-driven decision-making in Asia-Pacific
Embracing data-driven decision-making enabled by digital technologies is crucial for the success of lending institutions in the Asia-Pacific (Apac) region.
US banks ditch IR futures as appetite for swaps booms
Notional for futures craters 19% in Q2, hitting lowest in at least seven years
Revolutionising credit decisioning in digital banking: harnessing AI/machine learning, LLM and alternative data sources
This webinar explores how financial institutions can leverage artificial intelligence, machine learning, large language models and alternative data sources, including open banking data, to modernise credit risk assessment and application fraud prevention
Apac banks put trust in pre‑trade
Amid tougher trading conditions, Apac banks are making greater use of pre‑trade analytics to inform their strategies and reduce risk. But how successful are these tools?
Navigating IFRS 9: strategies for effective implementation and moving beyond
There has been a constant change within the landscape of financial reporting, and IFRS 9 has been proven to be a critical component.
RBC’s credit derivatives book grows fourfold on market-making push
Notionals of credit protection sold and purchased have ballooned 236% and 382% respectively since October 2022
Estimating the impact of climate change on credit risk
The author investigates the relationship between climate change and credit risk characteristics of individual obligors and portfolios of credit obligations.
Europe’s lenders sail into uncharted waters of the banking book
Regulators are pushing banks to map their credit spread risk. Here be dragons?
A few insights into crypto risk
Key points about crypto-related risks that are important for institutional participants or those just beginning their crypto journey
Market eyes emerging market CDS index expansion
Participants hope changes will help transform single-name volumes into greater index activity
RBC’s loan-underwriting VAR drops 59% as volumes dry up
Widening credit spreads had previously sent market risk on syndicated loans skyrocketing