Articles by Jin Ye
Lower-risk models face excessive reviews, banks say
Risk Benchmarking: Validation workload stretching teams, amid emerging regulatory divergence
Many banks do not document failure plans for Tier 1 models
Risk Benchmarking: Strong predeployment validation gives way to ad hoc escalation of breaches, even at some large lenders
Banks are automating GenAI testing, but scope varies widely
Risk Benchmarking: LLM-as-judge offers model testing at scale, but few lenders use it to facilitate autonomous sign-off
Few banks formally evaluate GenAI human-in-the-loop controls
Risk Benchmarking: G-Sibs and challengers use tools to test controls efficacy; others rely on judgement
Four in five banks use AI to manage op risks
Risk Benchmarking: Cyber risk use cases growing; governance and ROI doubts give some pause
On cyber risk, tech debt is big banks’ top challenge
Risk Benchmarking: Fragmented stacks make identifying vulnerabilities harder; manual workarounds increase human errors
Half of banks use scenarios to set third-party Pillar 2 capital
Risk Benchmarking study finds resilience risk less widely covered than cyber and IT disruption, but more formalised where scenarios exist
Big banks love their climate vendors; small banks, not so much
Risk Benchmarking: Lenders with blue-chip loan books more likely to favour climate tools, research finds
Why better climate data doesn’t always mean better decision-making
Risk Benchmarking research finds model and systems integration challenges almost as limiting to effective climate risk management
Climate risk managers’ top challenge: a dearth of data
Risk Benchmarking: Banks see client engagement and lender data pooling as solutions to climate blind spots – but few expect it to happen soon
Many banks yet to factor climate into credit risk models
Risk Benchmarking: More than a third of banks do not quantify climate risk impact on credit portfolios, study finds
ALM has no formal role in capital planning at a third of banks
Risk Benchmarking study finds banks split three ways on policy mandates, with G-Sibs as likely as small regionals to assign ALM formal responsibility