Articles by Jin Ye
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
Bank ALM tech still dominated by manual workflows
Batch processing and Excel files still pervade, with only one in four lenders planning tech upgrades
Half of European banks already embed FRTB into XVA pricing
US and rest of world lag Europe in incorporation of Basel capital rules into XVA calculations, Risk Benchmarking analysis shows