EBA: Common credit risk definitions vital

Life preserver floating on binary data

The financial crisis highlighted divergences in reporting practices and definitions across Europe, hampering the ability of regulators to gain a comprehensive view of risk, and adding to the compliance burden for cross-border banks. European regulators have since taken large strides forward in ensuring the availability of comparable and good-quality credit risk data across the European Union (EU) – an essential step to enable them to spot the build-up of systemic risks. 

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Credit risk & modelling – Special report 2021

This Risk special report provides an insight on the challenges facing banks in measuring and mitigating credit risk in the current environment, and the strategies they are deploying to adapt to a more stringent regulatory approach.

The wild world of credit models

The Covid-19 pandemic has induced a kind of schizophrenia in loan-loss models. When the pandemic hit, banks overprovisioned for credit losses on the assumption that the economy would head south. But when government stimulus packages put wads of cash in…

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